+148.7%
CTAS vs FGI
-74.8%
+223.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -25.2% | +24.8% | -0.3% |
| 7D | +2.0% | -14.4% | +16.4% | +2.0% |
| 30D | +8.7% | -11.8% | +20.5% | +8.7% |
| 3M | +13.3% | -46.2% | +59.5% | +13.4% |
| 6M | +39.4% | +5.2% | +34.2% | +39.2% |
| YTD | +21.5% | +10.5% | +11.0% | +20.9% |
| 1Y | +21.9% | +25.5% | -3.6% | +21.1% |
| 3Y | +73.6% | -16.0% | +89.6% | +73.4% |
| All | +148.7% | -74.8% | +223.5% | +153.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling