-80.9%
FIG vs CTAS
-9.4%
-71.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.0% | -3.2% |
| 7D | -14.5% | +1.0% | -15.4% | -14.8% |
| 30D | -13.3% | -1.1% | -12.3% | -13.0% |
| 3M | +7.4% | +11.5% | -4.1% | +1.9% |
| 6M | -27.8% | +0.2% | -28.0% | -30.0% |
| YTD | -41.1% | +7.2% | -48.3% | -43.1% |
| 1Y | -58.7% | 0.0% | -58.7% | -60.9% |
| All | -80.9% | -9.4% | -71.6% | -84.2% |
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