+348.1%
FERG vs CTAS
+675.6%
-327.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -1.0% | -1.3% | +0.3% | -0.7% |
| 30D | -11.8% | -3.1% | -8.7% | -11.2% |
| 3M | -1.2% | +10.3% | -11.5% | -3.6% |
| 6M | -2.3% | +1.6% | -3.9% | -3.0% |
| YTD | +0.8% | +6.3% | -5.5% | -0.9% |
| 1Y | +0.5% | -0.5% | +1.0% | +0.1% |
| 3Y | +51.4% | +64.6% | -13.2% | +36.4% |
| 5Y | +67.5% | +106.0% | -38.5% | +45.3% |
| All | +348.1% | +675.6% | -327.5% | +242.1% |
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