+2,185.6%
FIX vs CTAS
+114.7%
+2,070.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +6.1% | 0.0% | +6.1% | +6.1% |
| 30D | -2.7% | -1.0% | -1.7% | -2.4% |
| 3M | -10.9% | +15.8% | -26.7% | -19.6% |
| 6M | +29.0% | -1.0% | +30.0% | +27.8% |
| YTD | +76.9% | +7.4% | +69.5% | +65.6% |
| 1Y | +130.7% | -0.1% | +130.9% | +125.9% |
| 3Y | +790.7% | +66.3% | +724.4% | +483.5% |
| 5Y | +2,185.6% | +111.0% | +2,074.6% | +1,102.6% |
| All | +2,185.6% | +114.7% | +2,070.9% | +1,102.6% |
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