+117.6%
CTAS vs FND
-61.3%
+178.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.5% | +1.6% |
| 7D | +0.7% | +6.8% | -6.1% | -0.7% |
| 30D | +11.3% | +13.1% | -1.8% | +8.5% |
| 3M | +11.4% | -13.1% | +24.5% | +13.9% |
| 6M | +35.6% | -0.6% | +36.2% | +34.3% |
| YTD | +20.7% | -15.5% | +36.2% | +22.2% |
| 1Y | +22.8% | -13.7% | +36.5% | +23.7% |
| 3Y | +73.4% | -35.0% | +108.4% | +75.7% |
| 5Y | +117.6% | -60.1% | +177.7% | +148.0% |
| All | +117.6% | -61.3% | +178.9% | +148.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling