+918.5%
CTAS vs FTV
+127.5%
+791.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.7% |
| 7D | -0.8% | -0.7% | -0.1% | -0.5% |
| 30D | +10.7% | +18.3% | -7.6% | +0.6% |
| 3M | +11.0% | +10.2% | +0.8% | +4.6% |
| 6M | +38.7% | +12.8% | +25.9% | +28.4% |
| YTD | +21.8% | +23.4% | -1.6% | +5.7% |
| 1Y | +23.6% | +31.4% | -7.9% | +3.2% |
| 3Y | +74.9% | +38.7% | +36.3% | +36.7% |
| 5Y | +119.5% | +18.6% | +100.9% | +85.8% |
| 10Y | +820.2% | +110.1% | +710.1% | +477.5% |
| All | +918.5% | +127.5% | +791.0% | +547.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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