+12,471.5%
FIX vs CTAS
+4,640.0%
+7,831.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +6.0% | -1.8% | +7.8% | +6.8% |
| 30D | -7.2% | -0.2% | -7.0% | -7.3% |
| 3M | -15.9% | +11.7% | -27.5% | -21.1% |
| 6M | +12.7% | +0.7% | +12.0% | +10.0% |
| YTD | +72.8% | +7.4% | +65.4% | +63.7% |
| 1Y | +122.9% | -2.1% | +125.0% | +119.2% |
| 3Y | +774.3% | +62.9% | +711.4% | +585.0% |
| 5Y | +2,049.5% | +111.9% | +1,937.6% | +1,409.9% |
| 10Y | +5,821.5% | +652.2% | +5,169.3% | +2,400.6% |
| All | +12,471.5% | +4,640.0% | +7,831.5% | +2,885.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling