+1,348.4%
FERG vs CTAS
+3,733.4%
-2,385.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.4% |
| 7D | 0.0% | -1.8% | +1.8% | +0.3% |
| 30D | -10.2% | -0.2% | -10.0% | -10.2% |
| 3M | -0.6% | +11.7% | -12.3% | -2.6% |
| 6M | -6.5% | +0.7% | -7.2% | -6.9% |
| YTD | +4.2% | +7.4% | -3.2% | +2.7% |
| 1Y | -2.3% | -2.1% | -0.2% | -2.3% |
| 3Y | +48.5% | +62.9% | -14.4% | +38.1% |
| 5Y | +72.0% | +111.9% | -39.9% | +55.3% |
| 10Y | +369.9% | +652.2% | -282.3% | +297.4% |
| All | +1,348.4% | +3,733.4% | -2,385.0% | +1,151.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling