+948.1%
FIX vs CTAS
+109.9%
+838.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.8% | +7.2% | +6.2% |
| 7D | -17.5% | +1.2% | -18.6% | -18.0% |
| 30D | -41.6% | +12.8% | -54.3% | -45.0% |
| 3M | -40.6% | +10.3% | -50.9% | -43.6% |
| 6M | -49.4% | +32.0% | -81.4% | -57.4% |
| YTD | +9.2% | +19.1% | -10.0% | -2.9% |
| 1Y | +6.5% | +21.5% | -15.0% | -6.7% |
| 3Y | +448.7% | +76.0% | +372.7% | +257.5% |
| All | +948.1% | +109.9% | +838.1% | +471.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling