+76.0%
CTAS vs FGI
+1.5%
+74.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.8% |
| 7D | +1.2% | -7.0% | +8.1% | +1.1% |
| 30D | +12.8% | -4.2% | +17.0% | +12.7% |
| 3M | +10.3% | +55.6% | -45.3% | +10.7% |
| 6M | +32.0% | -3.2% | +35.2% | +32.4% |
| YTD | +19.1% | +29.1% | -10.0% | +19.7% |
| 1Y | +21.5% | +51.0% | -29.5% | +22.2% |
| 3Y | +76.0% | +1.5% | +74.5% | +84.3% |
| All | +76.0% | +1.5% | +74.5% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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