+2,298.3%
CTAS vs FTI
+2,165.1%
+133.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.8% | +5.3% | -7.1% | -3.0% |
| 30D | -0.2% | +15.3% | -15.5% | -3.5% |
| 3M | +11.7% | +15.8% | -4.1% | +7.5% |
| 6M | +0.7% | +22.6% | -21.9% | -4.7% |
| YTD | +7.4% | +79.5% | -72.1% | -7.0% |
| 1Y | -2.1% | +102.0% | -104.1% | -17.8% |
| 3Y | +62.9% | +315.8% | -252.9% | +12.5% |
| 5Y | +111.9% | +1,129.5% | -1,017.6% | +6.6% |
| 10Y | +652.2% | +320.9% | +331.2% | +324.2% |
| All | +2,298.3% | +2,165.1% | +133.2% | +519.1% |
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