+798.4%
CTAS vs FTV
+90.8%
+707.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.3% |
| 7D | -1.8% | -4.5% | +2.7% | +0.7% |
| 30D | -0.2% | -7.1% | +6.9% | +3.9% |
| 3M | +11.7% | -7.2% | +18.9% | +15.9% |
| 6M | +0.7% | -1.5% | +2.2% | +0.6% |
| YTD | +7.4% | +3.5% | +3.9% | +3.3% |
| 1Y | -2.1% | +20.3% | -22.5% | -14.2% |
| 3Y | +62.9% | -3.1% | +66.1% | +57.9% |
| 5Y | +111.9% | +2.3% | +109.5% | +94.9% |
| 10Y | +652.2% | +76.3% | +575.9% | +417.6% |
| All | +798.4% | +90.8% | +707.6% | +533.1% |
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