+5,831.7%
FIX vs CTAS
+652.1%
+5,179.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.1% |
| 7D | +6.0% | -1.8% | +7.8% | +7.1% |
| 30D | -7.2% | -0.2% | -7.0% | -7.3% |
| 3M | -15.9% | +11.7% | -27.5% | -23.1% |
| 6M | +12.7% | +0.7% | +12.0% | +9.1% |
| YTD | +72.8% | +7.4% | +65.4% | +60.1% |
| 1Y | +122.9% | -2.1% | +125.0% | +118.1% |
| 3Y | +774.3% | +62.9% | +711.4% | +504.1% |
| 5Y | +2,049.5% | +111.9% | +1,937.6% | +1,148.0% |
| All | +5,831.7% | +652.1% | +5,179.7% | +1,511.6% |
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