+86.2%
FERG vs CTAS
+118.7%
-32.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.5% |
| 7D | +6.4% | -0.8% | +7.2% | +6.9% |
| 30D | +19.9% | +10.7% | +9.2% | +14.3% |
| 3M | +5.6% | +11.0% | -5.4% | +0.3% |
| 6M | +9.2% | +38.7% | -29.5% | -7.9% |
| YTD | +20.6% | +21.8% | -1.1% | +8.7% |
| 1Y | +5.7% | +23.6% | -17.9% | -5.6% |
| 3Y | +73.6% | +74.9% | -1.3% | +22.0% |
| 5Y | +86.2% | +119.5% | -33.3% | +9.0% |
| All | +86.2% | +118.7% | -32.5% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling