+815.5%
CTAS vs FICO
+527.0%
+288.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +2.0% | +2.2% | -0.2% | +1.3% |
| 30D | +8.7% | +0.1% | +8.6% | +8.1% |
| 3M | +13.3% | -35.2% | +48.4% | +25.5% |
| 6M | +39.4% | -32.4% | +71.7% | +50.2% |
| YTD | +21.5% | -57.4% | +78.9% | +50.3% |
| 1Y | +21.9% | -58.5% | +80.4% | +52.1% |
| 3Y | +73.6% | -28.9% | +102.5% | +61.6% |
| 5Y | +116.2% | +91.7% | +24.5% | +21.0% |
| All | +815.5% | +527.0% | +288.5% | +170.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling