+144.8%
CTAS vs FGI
-70.0%
+214.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.4% |
| 7D | -0.7% | -1.4% | +0.7% | -0.7% |
| 30D | +10.3% | -3.2% | +13.5% | +10.2% |
| 3M | +10.2% | +64.1% | -53.9% | +9.9% |
| 6M | +34.4% | +17.2% | +17.2% | +34.2% |
| YTD | +19.6% | +31.6% | -12.0% | +19.0% |
| 1Y | +21.8% | +45.1% | -23.3% | +21.0% |
| 3Y | +74.1% | -2.0% | +76.1% | +74.0% |
| All | +144.8% | -70.0% | +214.8% | +149.4% |
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