+818.6%
CTAS vs FIS
-55.0%
+873.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.1% | +6.2% | +2.5% |
| 7D | +0.5% | -3.5% | +4.0% | +1.7% |
| 30D | +10.2% | -19.4% | +29.7% | +16.9% |
| 3M | +12.1% | -31.6% | +43.7% | +26.6% |
| 6M | +38.3% | -32.5% | +70.8% | +56.6% |
| YTD | +21.9% | -56.0% | +77.9% | +63.7% |
| 1Y | +24.0% | -55.5% | +79.6% | +65.7% |
| 3Y | +75.1% | -41.3% | +116.5% | +100.3% |
| 5Y | +116.9% | -72.3% | +189.2% | +242.5% |
| All | +818.6% | -55.0% | +873.6% | +1,073.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling