+117.6%
CTAS vs FTI
+800.3%
-682.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.9% |
| 7D | +0.7% | -3.3% | +4.0% | +1.0% |
| 30D | +11.3% | -7.2% | +18.5% | +12.0% |
| 3M | +11.4% | -12.9% | +24.3% | +12.9% |
| 6M | +35.6% | -7.9% | +43.5% | +36.2% |
| YTD | +20.7% | +45.2% | -24.5% | +13.7% |
| 1Y | +22.8% | +48.1% | -25.2% | +15.3% |
| 3Y | +73.4% | +205.0% | -131.6% | +45.9% |
| 5Y | +117.6% | +838.8% | -721.2% | +57.7% |
| All | +117.6% | +800.3% | -682.7% | +57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling