+378.4%
CTAS vs FOXA
+99.6%
+278.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.5% | -1.8% |
| 7D | +2.0% | +2.7% | -0.7% | +1.0% |
| 30D | +8.7% | +10.0% | -1.3% | +4.9% |
| 3M | +13.3% | +5.0% | +8.3% | +10.7% |
| 6M | +39.4% | +3.4% | +36.0% | +35.5% |
| YTD | +21.5% | -5.5% | +27.0% | +21.3% |
| 1Y | +21.9% | +5.5% | +16.4% | +16.6% |
| 3Y | +73.6% | +139.3% | -65.7% | +16.9% |
| 5Y | +116.2% | +77.2% | +39.0% | +61.4% |
| All | +378.4% | +99.6% | +278.8% | +171.6% |
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