+707.2%
CTAS vs FND
+68.8%
+638.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | -0.8% | -4.4% | +3.6% | +0.2% |
| 30D | +10.7% | +14.5% | -3.8% | +7.0% |
| 3M | +11.0% | -15.6% | +26.6% | +14.8% |
| 6M | +38.7% | +4.7% | +34.0% | +35.4% |
| YTD | +21.8% | -16.1% | +37.9% | +23.8% |
| 1Y | +23.6% | -16.0% | +39.6% | +25.3% |
| 3Y | +74.9% | -35.5% | +110.4% | +79.7% |
| 5Y | +119.5% | -60.5% | +180.0% | +143.9% |
| All | +707.2% | +68.8% | +638.4% | +519.8% |
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