+318.6%
CTAS vs FOXA
+90.1%
+228.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.5% |
| 7D | -1.3% | -3.7% | +2.4% | 0.0% |
| 30D | -3.1% | +5.4% | -8.4% | -5.2% |
| 3M | +10.3% | -3.7% | +14.0% | +10.4% |
| 6M | +1.6% | +12.6% | -10.9% | -4.5% |
| YTD | +6.3% | -10.0% | +16.3% | +8.4% |
| 1Y | -0.5% | +15.0% | -15.5% | -8.1% |
| 3Y | +64.6% | +115.1% | -50.5% | +15.6% |
| 5Y | +106.0% | +93.0% | +13.0% | +46.9% |
| All | +318.6% | +90.1% | +228.5% | +142.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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