+13.8%
FIX vs CTAS
+24.0%
-10.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.1% |
| 7D | -13.9% | +0.7% | -14.6% | -13.3% |
| 30D | -35.5% | +11.3% | -46.8% | -31.2% |
| 3M | -33.9% | +11.4% | -45.4% | -29.4% |
| 6M | -43.3% | +35.6% | -78.9% | -35.6% |
| YTD | +18.7% | +20.7% | -2.0% | +36.0% |
| 1Y | +13.8% | +22.8% | -9.1% | +31.2% |
| All | +13.8% | +24.0% | -10.2% | +31.2% |
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 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