+705.4%
CTAS vs FND
+57.9%
+647.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.2% |
| 7D | +2.0% | -6.8% | +8.8% | +3.6% |
| 30D | +8.7% | +8.0% | +0.7% | +6.4% |
| 3M | +13.3% | -18.9% | +32.2% | +18.2% |
| 6M | +39.4% | +4.7% | +34.7% | +36.0% |
| YTD | +21.5% | -21.6% | +43.1% | +25.4% |
| 1Y | +21.9% | -22.0% | +43.9% | +25.8% |
| 3Y | +73.6% | -40.4% | +114.1% | +81.7% |
| 5Y | +116.2% | -63.8% | +180.0% | +145.2% |
| All | +705.4% | +57.9% | +647.6% | +527.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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