+2,231.7%
CTAS vs FIS
+374.5%
+1,857.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | -1.8% | +1.1% | -2.9% | -2.3% |
| 30D | -0.2% | -2.2% | +2.0% | +0.5% |
| 3M | +11.7% | +2.1% | +9.5% | +10.4% |
| 6M | +0.7% | -14.7% | +15.4% | +6.1% |
| YTD | +7.4% | -35.7% | +43.1% | +25.8% |
| 1Y | -2.1% | -37.1% | +35.0% | +15.4% |
| 3Y | +62.9% | -20.0% | +82.9% | +70.4% |
| 5Y | +111.9% | -62.1% | +174.0% | +183.2% |
| 10Y | +652.2% | -37.4% | +689.6% | +732.4% |
| All | +2,231.7% | +374.5% | +1,857.1% | +1,345.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling