+3,800.0%
FIX vs CTAS
+848.9%
+2,951.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.4% | +9.0% | +9.2% |
| 7D | -7.2% | -0.7% | -6.5% | -7.1% |
| 30D | -35.1% | +10.3% | -45.4% | -39.1% |
| 3M | -34.3% | +10.2% | -44.5% | -38.5% |
| 6M | -42.9% | +34.4% | -77.3% | -53.8% |
| YTD | +19.5% | +19.6% | -0.1% | +3.2% |
| 1Y | +16.8% | +21.8% | -5.0% | -0.5% |
| 3Y | +506.7% | +74.1% | +432.6% | +301.9% |
| 5Y | +1,046.7% | +114.0% | +932.6% | +558.5% |
| 10Y | +3,800.0% | +813.9% | +2,986.0% | +844.7% |
| All | +3,800.0% | +848.9% | +2,951.1% | +844.7% |
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 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