+0.2%
CTAS vs FIS
-40.9%
+41.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.9% | +5.9% | +1.5% |
| 7D | 0.0% | -3.5% | +3.4% | +0.8% |
| 30D | -1.0% | -7.8% | +6.8% | +1.0% |
| 3M | +15.8% | +0.8% | +14.9% | +15.5% |
| 6M | -1.0% | -21.9% | +20.9% | +3.9% |
| YTD | +7.4% | -39.5% | +46.9% | +21.5% |
| All | +0.2% | -40.9% | +41.1% | +13.2% |
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 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