+2,662.3%
CTAS vs FFIV
+5,965.2%
-3,302.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | +1.2% | -8.1% | +9.3% | +2.3% |
| 30D | +12.8% | -33.4% | +46.2% | +18.8% |
| 3M | +10.3% | -24.7% | +35.0% | +14.0% |
| 6M | +32.0% | -8.8% | +40.8% | +32.3% |
| YTD | +19.1% | +21.8% | -2.6% | +14.1% |
| 1Y | +21.5% | +25.3% | -3.8% | +15.9% |
| 3Y | +76.0% | +101.2% | -25.1% | +55.8% |
| 5Y | +110.9% | +40.2% | +70.6% | +95.4% |
| 10Y | +849.8% | +129.0% | +720.8% | +719.1% |
| All | +2,662.3% | +5,965.2% | -3,302.9% | +1,266.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling