+26,282.4%
CTAS vs FICO
+78,963.7%
-52,681.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -1.3% |
| 7D | +3.8% | -0.3% | +4.1% | +3.8% |
| 30D | +15.5% | +1.7% | +13.8% | +14.7% |
| 3M | +12.7% | -35.2% | +47.9% | +19.5% |
| 6M | +34.5% | -33.7% | +68.1% | +41.3% |
| YTD | +21.3% | -58.2% | +79.5% | +37.0% |
| 1Y | +23.1% | -56.6% | +79.7% | +38.0% |
| 3Y | +79.3% | -24.0% | +103.3% | +77.0% |
| 5Y | +114.7% | +86.1% | +28.6% | +77.0% |
| 10Y | +867.1% | +522.8% | +344.3% | +561.3% |
| All | +26,282.4% | +78,963.7% | -52,681.3% | +13,198.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling