+111.0%
CTAS vs FITB
+71.1%
+39.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | 0.0% | +2.8% | -2.9% | -0.8% |
| 30D | -1.0% | -4.5% | +3.5% | +0.1% |
| 3M | +15.8% | +5.7% | +10.1% | +13.9% |
| 6M | -1.0% | +17.1% | -18.1% | -5.3% |
| YTD | +7.4% | +18.3% | -10.9% | +2.1% |
| 1Y | -0.1% | +23.9% | -24.0% | -6.4% |
| 3Y | +66.3% | +131.1% | -64.8% | +30.8% |
| 5Y | +111.0% | +71.1% | +39.9% | +77.6% |
| All | +111.0% | +71.1% | +39.8% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling