+683.8%
CTAS vs FITB
+282.4%
+401.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | +1.0% | -0.4% | +1.4% | +1.1% |
| 30D | -1.1% | -5.1% | +4.1% | +0.8% |
| 3M | +11.5% | +3.5% | +8.0% | +9.8% |
| 6M | +0.2% | +17.2% | -17.0% | -6.1% |
| YTD | +7.2% | +17.6% | -10.5% | -0.1% |
| 1Y | 0.0% | +23.4% | -23.4% | -8.7% |
| 3Y | +65.9% | +129.7% | -63.8% | +16.0% |
| 5Y | +109.6% | +68.4% | +41.1% | +58.7% |
| 10Y | +683.8% | +285.6% | +398.1% | +275.2% |
| All | +683.8% | +282.4% | +401.4% | +275.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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