+66.3%
CTAS vs FFIV
+142.5%
-76.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.8% | -1.0% | -0.9% | -1.7% |
| 30D | -0.2% | -5.1% | +4.9% | +0.5% |
| 3M | +11.7% | -4.5% | +16.1% | +11.9% |
| 6M | +0.7% | +36.5% | -35.8% | -6.8% |
| YTD | +7.4% | +53.0% | -45.6% | -3.6% |
| 1Y | -2.1% | +24.2% | -26.3% | -7.8% |
| All | +66.3% | +142.5% | -76.2% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling