+112.1%
CTAS vs FRSH
-72.0%
+184.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +5.0% | +0.6% |
| 7D | 0.0% | -10.1% | +10.1% | +1.2% |
| 30D | -1.0% | +2.2% | -3.2% | -1.4% |
| 3M | +15.8% | +28.6% | -12.8% | +12.0% |
| 6M | -1.0% | +40.2% | -41.2% | -5.6% |
| YTD | +7.4% | -1.2% | +8.6% | +6.5% |
| 1Y | -0.1% | -7.9% | +7.8% | -0.3% |
| 3Y | +66.3% | -44.7% | +111.0% | +73.0% |
| All | +112.1% | -72.0% | +184.1% | +116.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling