+322.9%
CTAS vs FOXA
+90.8%
+232.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +0.9% |
| 7D | -1.8% | -4.0% | +2.1% | -0.5% |
| 30D | -0.2% | +12.0% | -12.2% | -4.5% |
| 3M | +11.7% | +0.3% | +11.4% | +10.2% |
| 6M | +0.7% | +12.5% | -11.8% | -5.3% |
| YTD | +7.4% | -9.6% | +17.0% | +9.4% |
| 1Y | -2.1% | +8.6% | -10.7% | -7.6% |
| 3Y | +62.9% | +118.5% | -55.6% | +13.7% |
| 5Y | +111.9% | +88.8% | +23.1% | +52.7% |
| All | +322.9% | +90.8% | +232.1% | +144.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling