+3,553.2%
FIX vs CTAS
+814.6%
+2,738.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.2% |
| 7D | +9.4% | +2.0% | +7.5% | +8.3% |
| 30D | -27.8% | +8.7% | -36.5% | -31.6% |
| 3M | -35.6% | +13.3% | -48.8% | -40.6% |
| 6M | -45.2% | +39.4% | -84.6% | -56.6% |
| YTD | +19.5% | +21.5% | -2.0% | +2.4% |
| 1Y | +24.2% | +21.9% | +2.3% | +6.1% |
| 3Y | +494.2% | +73.6% | +420.5% | +295.1% |
| 5Y | +1,036.1% | +116.2% | +919.9% | +549.5% |
| All | +3,553.2% | +814.6% | +2,738.6% | +792.6% |
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