+14.4%
FIX vs CTAS
+25.6%
-11.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +2.4% | -17.4% | -13.6% |
| 7D | -18.9% | +7.6% | -26.5% | -15.0% |
| 30D | -36.3% | +17.2% | -53.5% | -30.2% |
| 3M | -38.5% | +12.8% | -51.3% | -33.8% |
| 6M | -42.3% | +38.0% | -80.2% | -34.1% |
| YTD | +17.1% | +22.7% | -5.6% | +35.1% |
| 1Y | +14.4% | +25.6% | -11.3% | +33.5% |
| All | +14.4% | +25.6% | -11.2% | +33.5% |
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