-79.1%
FIG vs CTAS
-9.2%
-69.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.2% |
| 7D | -16.3% | -1.8% | -14.5% | -15.6% |
| 30D | -14.3% | -0.2% | -14.1% | -14.4% |
| 3M | +7.2% | +11.7% | -4.5% | +1.6% |
| 6M | -18.6% | +0.7% | -19.3% | -21.3% |
| YTD | -35.5% | +7.4% | -42.9% | -37.7% |
| 1Y | -55.8% | -2.1% | -53.7% | -59.6% |
| All | -79.1% | -9.2% | -69.9% | -82.7% |
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 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