+14.5%
FIX vs CTAS
+22.8%
-8.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.4% | +9.0% | +9.6% |
| 7D | -7.2% | -0.7% | -6.5% | -7.4% |
| 30D | -35.1% | +10.3% | -45.4% | -31.1% |
| 3M | -34.3% | +10.2% | -44.5% | -30.2% |
| 6M | -42.9% | +34.4% | -77.3% | -35.6% |
| YTD | +19.5% | +19.6% | -0.1% | +36.1% |
| All | +14.5% | +22.8% | -8.3% | +31.3% |
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