+506.7%
FIX vs CTAS
+73.4%
+433.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.4% | +9.0% | +9.4% |
| 7D | -7.2% | -0.7% | -6.5% | -7.2% |
| 30D | -35.1% | +10.3% | -45.4% | -36.4% |
| 3M | -34.3% | +10.2% | -44.5% | -35.7% |
| 6M | -42.9% | +34.4% | -77.3% | -48.7% |
| YTD | +19.5% | +19.6% | -0.1% | +12.8% |
| 1Y | +16.8% | +21.8% | -5.0% | +9.0% |
| 3Y | +506.7% | +74.1% | +432.6% | +353.0% |
| All | +506.7% | +73.4% | +433.3% | +353.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling