+21.7%
CTAS vs FFIV
+28.8%
-7.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.9% | +0.4% |
| 7D | -0.7% | -2.1% | +1.4% | -0.7% |
| 30D | +10.3% | -33.8% | +44.0% | +9.5% |
| 3M | +10.2% | -20.6% | +30.8% | +10.0% |
| 6M | +34.4% | -10.2% | +44.6% | +31.4% |
| YTD | +19.6% | +24.5% | -4.9% | +11.9% |
| All | +21.7% | +28.8% | -7.1% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FFIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling