+2,390.4%
CTAS vs FFIV
+7,518.9%
-5,128.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.4% |
| 3M | +11.7% | -4.5% | +16.1% | +12.0% |
| 6M | +0.7% | +36.5% | -35.8% | -4.2% |
| YTD | +7.4% | +53.0% | -45.6% | +0.3% |
| 1Y | -2.1% | +24.2% | -26.3% | -6.1% |
| 3Y | +62.9% | +137.2% | -74.3% | +41.8% |
| 5Y | +111.9% | +91.8% | +20.1% | +89.0% |
| 10Y | +652.2% | +215.2% | +437.0% | +524.8% |
| All | +2,390.4% | +7,518.9% | -5,128.5% | +1,100.6% |
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