+2,486.3%
CTAS vs FIS
+229.2%
+2,257.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.5% | -0.9% |
| 7D | +1.2% | -25.5% | +26.6% | +11.0% |
| 30D | +12.8% | -15.1% | +27.8% | +17.5% |
| 3M | +10.3% | -32.1% | +42.4% | +24.9% |
| 6M | +32.0% | -36.1% | +68.1% | +52.4% |
| YTD | +19.1% | -55.4% | +74.5% | +57.0% |
| 1Y | +21.5% | -53.9% | +75.4% | +57.9% |
| 3Y | +76.0% | -39.8% | +115.8% | +100.9% |
| 5Y | +110.9% | -71.1% | +182.0% | +205.4% |
| 10Y | +849.8% | -53.8% | +903.6% | +1,056.9% |
| All | +2,486.3% | +229.2% | +2,257.0% | +1,704.6% |
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