+2,621.9%
CTAS vs FTI
+1,741.8%
+880.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +0.5% | +5.4% | -4.9% | -0.7% |
| 30D | +10.2% | -8.2% | +18.4% | +12.0% |
| 3M | +12.1% | -13.7% | +25.8% | +15.2% |
| 6M | +38.3% | -11.2% | +49.5% | +40.6% |
| YTD | +21.9% | +46.0% | -24.1% | +10.1% |
| 1Y | +24.0% | +51.8% | -27.8% | +10.9% |
| 3Y | +75.1% | +206.7% | -131.6% | +29.5% |
| 5Y | +116.9% | +862.0% | -745.1% | +15.8% |
| 10Y | +821.3% | +182.3% | +639.0% | +470.2% |
| All | +2,621.9% | +1,741.8% | +880.1% | +632.8% |
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