+818.6%
CTAS vs FITB
+208.7%
+609.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | +0.5% | +0.8% | -0.4% | +0.2% |
| 30D | +10.2% | +7.3% | +2.9% | +7.3% |
| 3M | +12.1% | -6.3% | +18.4% | +14.6% |
| 6M | +38.3% | +12.6% | +25.7% | +31.7% |
| YTD | +21.9% | +18.0% | +3.9% | +13.4% |
| 1Y | +24.0% | +28.9% | -4.9% | +11.4% |
| 3Y | +75.1% | +139.4% | -64.3% | +20.6% |
| 5Y | +116.9% | +47.2% | +69.7% | +74.6% |
| All | +818.6% | +208.7% | +609.8% | +373.1% |
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