+23,259.8%
CTAS vs FICO
+104,095.6%
-80,835.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -16.7% | +16.4% | +2.7% |
| 7D | -1.8% | -19.2% | +17.4% | +1.7% |
| 30D | -0.2% | -14.6% | +14.4% | +2.2% |
| 3M | +11.7% | -20.1% | +31.8% | +15.3% |
| 6M | +0.7% | -36.3% | +37.0% | +7.3% |
| YTD | +7.4% | -44.9% | +52.3% | +17.1% |
| 1Y | -2.1% | -38.6% | +36.5% | +3.9% |
| 3Y | +62.9% | +4.0% | +59.0% | +54.0% |
| 5Y | +111.9% | +99.5% | +12.4% | +74.8% |
| 10Y | +652.2% | +604.7% | +47.5% | +407.3% |
| All | +23,259.8% | +104,095.6% | -80,835.8% | +11,266.9% |
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