+26,381.5%
CTAS vs FITB
+2,854.6%
+23,526.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -0.8% | -0.6% | -0.2% | -0.6% |
| 30D | +10.7% | +7.0% | +3.7% | +9.0% |
| 3M | +11.0% | -4.8% | +15.8% | +12.1% |
| 6M | +38.7% | +13.5% | +25.2% | +34.4% |
| YTD | +21.8% | +19.1% | +2.7% | +16.3% |
| 1Y | +23.6% | +30.8% | -7.2% | +15.4% |
| 3Y | +74.9% | +141.6% | -66.7% | +40.1% |
| 5Y | +119.5% | +48.3% | +71.2% | +92.5% |
| 10Y | +820.2% | +215.9% | +604.3% | +554.6% |
| All | +26,381.5% | +2,854.6% | +23,526.8% | +10,696.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling