+23,259.8%
CTAS vs FITB
+2,855.6%
+20,404.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -1.8% | +0.6% | -2.4% | -2.0% |
| 30D | -0.2% | -4.7% | +4.5% | +0.9% |
| 3M | +11.7% | +6.7% | +5.0% | +9.9% |
| 6M | +0.7% | +12.6% | -11.8% | -2.3% |
| YTD | +7.4% | +19.1% | -11.7% | +2.6% |
| 1Y | -2.1% | +22.6% | -24.7% | -7.2% |
| 3Y | +62.9% | +127.1% | -64.2% | +32.1% |
| 5Y | +111.9% | +71.8% | +40.1% | +79.5% |
| 10Y | +652.2% | +287.2% | +365.0% | +413.5% |
| All | +23,259.8% | +2,855.6% | +20,404.1% | +9,428.0% |
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