-0.5%
CTAS vs FTI
+89.8%
-90.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.9% |
| 7D | -1.3% | -5.6% | +4.3% | -1.5% |
| 30D | -3.1% | +0.4% | -3.5% | -3.1% |
| 3M | +10.3% | +8.1% | +2.2% | +10.4% |
| 6M | +1.6% | +16.7% | -15.1% | +1.1% |
| YTD | +6.3% | +70.0% | -63.6% | +3.6% |
| 1Y | -0.5% | +85.4% | -85.9% | -4.2% |
| All | -0.5% | +89.8% | -90.3% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling