+113.1%
CTAS vs FRSH
-72.5%
+185.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.5% |
| 7D | +0.5% | -6.6% | +7.1% | +1.3% |
| 30D | -0.7% | +2.1% | -2.8% | -1.1% |
| 3M | +11.1% | +29.0% | -17.9% | +7.4% |
| 6M | +2.1% | +48.6% | -46.5% | -3.3% |
| YTD | +8.0% | -2.9% | +10.9% | +7.2% |
| 1Y | -0.5% | -7.9% | +7.4% | -0.6% |
| 3Y | +66.2% | -46.5% | +112.7% | +73.6% |
| All | +113.1% | -72.5% | +185.7% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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