+109.6%
CTAS vs FND
-61.3%
+170.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | +1.0% | -0.8% | +1.8% | +1.1% |
| 30D | -1.1% | -19.6% | +18.5% | +2.9% |
| 3M | +11.5% | -4.3% | +15.8% | +11.8% |
| 6M | +0.2% | -20.4% | +20.6% | +3.4% |
| YTD | +7.2% | -21.9% | +29.0% | +10.5% |
| 1Y | 0.0% | -45.2% | +45.2% | +10.0% |
| 3Y | +65.9% | -49.2% | +115.1% | +78.0% |
| 5Y | +109.6% | -61.8% | +171.4% | +130.1% |
| All | +109.6% | -61.3% | +170.8% | +130.1% |
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