-58.7%
FIG vs CTAS
+0.1%
-58.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.0% | -3.1% |
| 7D | -14.5% | +1.0% | -15.4% | -14.9% |
| 30D | -13.3% | -1.1% | -12.3% | -12.9% |
| 3M | +7.4% | +11.5% | -4.1% | +0.8% |
| 6M | -27.8% | +0.2% | -28.0% | -28.8% |
| YTD | -41.1% | +7.2% | -48.3% | -43.1% |
| 1Y | -58.7% | 0.0% | -58.7% | -56.5% |
| All | -58.7% | +0.1% | -58.9% | -56.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling