+73.0%
FERG vs CTAS
+75.1%
-2.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.6% |
| 7D | +6.4% | -0.8% | +7.2% | +6.7% |
| 30D | +19.9% | +10.7% | +9.2% | +15.7% |
| 3M | +5.6% | +11.0% | -5.4% | +1.7% |
| 6M | +9.2% | +38.7% | -29.5% | -4.0% |
| YTD | +20.6% | +21.8% | -1.1% | +11.9% |
| 1Y | +5.7% | +23.6% | -17.9% | -2.7% |
| All | +73.0% | +75.1% | -2.1% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling