+421.0%
FERG vs CTAS
+817.6%
-396.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.7% |
| 7D | +8.2% | +0.5% | +7.7% | +8.1% |
| 30D | +14.4% | +10.2% | +4.1% | +11.9% |
| 3M | +4.3% | +12.1% | -7.7% | +1.7% |
| 6M | +7.9% | +38.3% | -30.4% | -0.1% |
| YTD | +16.3% | +21.9% | -5.6% | +10.8% |
| 1Y | +2.2% | +24.0% | -21.8% | -2.9% |
| 3Y | +67.3% | +75.1% | -7.8% | +48.3% |
| 5Y | +75.3% | +116.9% | -41.6% | +48.4% |
| All | +421.0% | +817.6% | -396.6% | +272.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 10y: compounded portfolio wealth divided by compounded CTAS 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…
10y analysis · Full analysis span regression · 6 months rolling