+2,595.1%
CTAS vs FTI
+1,731.3%
+863.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.8% |
| 7D | +0.7% | -3.3% | +4.0% | +1.4% |
| 30D | +11.3% | -7.2% | +18.5% | +12.8% |
| 3M | +11.4% | -12.9% | +24.3% | +14.3% |
| 6M | +35.6% | -7.9% | +43.5% | +36.7% |
| YTD | +20.7% | +45.2% | -24.5% | +9.1% |
| 1Y | +22.8% | +48.1% | -25.2% | +10.5% |
| 3Y | +73.4% | +205.0% | -131.6% | +28.3% |
| 5Y | +117.6% | +838.8% | -721.2% | +16.8% |
| 10Y | +818.4% | +174.8% | +643.6% | +472.1% |
| All | +2,595.1% | +1,731.3% | +863.8% | +626.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling