+834.0%
CTAS vs FICO
+512.2%
+321.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +1.2% | -0.9% | +2.1% | +1.4% |
| 30D | +12.8% | +3.3% | +9.4% | +10.7% |
| 3M | +10.3% | -31.7% | +42.0% | +19.9% |
| 6M | +32.0% | -34.0% | +66.0% | +43.2% |
| YTD | +19.1% | -58.3% | +77.5% | +48.4% |
| 1Y | +21.5% | -57.9% | +79.4% | +50.5% |
| 3Y | +76.0% | -24.1% | +100.1% | +58.9% |
| 5Y | +110.9% | +85.3% | +25.6% | +19.4% |
| All | +834.0% | +512.2% | +321.7% | +188.8% |
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