+25,810.5%
CTAS vs FITB
+2,780.8%
+23,029.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | +1.2% | -1.5% | +2.7% | +1.5% |
| 30D | +12.8% | +5.8% | +6.9% | +11.3% |
| 3M | +10.3% | -6.1% | +16.4% | +11.8% |
| 6M | +32.0% | +5.9% | +26.1% | +30.0% |
| YTD | +19.1% | +16.1% | +3.0% | +14.5% |
| 1Y | +21.5% | +28.8% | -7.4% | +13.9% |
| 3Y | +76.0% | +126.0% | -50.0% | +43.2% |
| 5Y | +110.9% | +45.3% | +65.6% | +85.9% |
| 10Y | +849.8% | +255.4% | +594.4% | +560.2% |
| All | +25,810.5% | +2,780.8% | +23,029.7% | +10,526.6% |
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 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