+3,759.0%
FIX vs CTAS
+832.5%
+2,926.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.9% | +4.2% | +4.6% |
| 7D | +6.4% | -0.8% | +7.2% | +6.9% |
| 30D | -29.1% | +10.7% | -39.8% | -33.6% |
| 3M | -31.1% | +11.0% | -42.1% | -35.8% |
| 6M | -42.8% | +38.7% | -81.6% | -54.6% |
| YTD | +24.6% | +21.8% | +2.9% | +6.7% |
| 1Y | +21.9% | +23.6% | -1.6% | +3.2% |
| 3Y | +524.9% | +74.9% | +450.0% | +313.7% |
| 5Y | +1,092.2% | +119.5% | +972.7% | +575.3% |
| 10Y | +3,759.0% | +820.2% | +2,938.8% | +840.2% |
| All | +3,759.0% | +832.5% | +2,926.6% | +840.2% |
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