+813.9%
CTAS vs FIS
-54.6%
+868.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.7% | +0.9% |
| 7D | -0.7% | -29.4% | +28.7% | +11.5% |
| 30D | +10.3% | -16.7% | +27.0% | +15.6% |
| 3M | +10.2% | -33.0% | +43.2% | +25.8% |
| 6M | +34.4% | -33.3% | +67.7% | +53.2% |
| YTD | +19.6% | -56.0% | +75.6% | +60.9% |
| 1Y | +21.8% | -54.6% | +76.4% | +61.5% |
| 3Y | +74.1% | -40.6% | +114.8% | +98.5% |
| 5Y | +114.0% | -71.9% | +186.0% | +235.5% |
| 10Y | +813.9% | -55.3% | +869.3% | +1,082.9% |
| All | +813.9% | -54.6% | +868.6% | +1,082.9% |
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