-83.2%
FIG vs CTAS
+1.1%
-84.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.8% | +3.0% |
| 7D | -12.6% | -0.7% | -11.9% | -12.2% |
| 30D | -13.8% | +10.3% | -24.0% | -17.1% |
| 3M | -16.7% | +10.2% | -26.9% | -20.0% |
| 6M | -6.1% | +34.4% | -40.5% | -16.7% |
| YTD | -48.1% | +19.6% | -67.7% | -52.1% |
| 1Y | -56.2% | +21.8% | -78.0% | -59.6% |
| All | -83.2% | +1.1% | -84.3% | -86.7% |
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