+25.6%
CTAS vs FIS
-50.5%
+76.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -23.7% | +26.0% | +6.0% |
| 7D | +7.6% | -18.4% | +26.0% | +9.4% |
| 30D | +17.2% | -11.4% | +28.6% | +16.7% |
| 3M | +12.8% | -32.0% | +44.7% | +19.7% |
| 6M | +38.0% | -35.6% | +73.6% | +46.0% |
| YTD | +22.7% | -53.8% | +76.5% | +40.9% |
| 1Y | +25.6% | -51.1% | +76.7% | +42.1% |
| All | +25.6% | -50.5% | +76.2% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 1y: compounded portfolio wealth divided by compounded FIS 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…
1y analysis · Full analysis span regression · 6 months rolling