+662.9%
CTAS vs FIS
-40.5%
+703.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.9% | +5.9% | +2.5% |
| 7D | 0.0% | -3.5% | +3.4% | +1.3% |
| 30D | -1.0% | -7.8% | +6.8% | +2.1% |
| 3M | +15.8% | +0.8% | +14.9% | +14.8% |
| 6M | -1.0% | -21.9% | +20.9% | +8.5% |
| YTD | +7.4% | -39.5% | +46.9% | +30.5% |
| 1Y | -0.1% | -41.0% | +40.9% | +22.4% |
| 3Y | +66.3% | -23.6% | +89.9% | +76.0% |
| 5Y | +111.0% | -65.6% | +176.6% | +221.1% |
| 10Y | +662.9% | -40.2% | +703.1% | +808.2% |
| All | +662.9% | -40.5% | +703.4% | +808.2% |
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