+1,526.4%
FERG vs CTAS
+4,236.1%
-2,709.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.7% |
| 7D | +9.7% | +2.0% | +7.8% | +9.4% |
| 30D | +15.0% | +8.7% | +6.4% | +13.5% |
| 3M | +3.8% | +13.3% | -9.5% | +1.6% |
| 6M | +10.6% | +39.4% | -28.8% | +4.5% |
| YTD | +17.0% | +21.5% | -4.5% | +13.0% |
| 1Y | +7.1% | +21.9% | -14.8% | +3.4% |
| 3Y | +67.7% | +73.6% | -5.9% | +54.2% |
| 5Y | +76.4% | +116.2% | -39.8% | +57.0% |
| 10Y | +424.2% | +818.2% | -393.9% | +333.7% |
| All | +1,526.4% | +4,236.1% | -2,709.8% | +1,277.3% |
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