+8.1%
FPS vs CTAS
+4.3%
+3.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.7% | +2.3% |
| 7D | +3.1% | -1.8% | +4.9% | +1.8% |
| 30D | -18.6% | -0.2% | -18.3% | -18.5% |
| 3M | -51.5% | +11.7% | -63.1% | -48.5% |
| 6M | -8.5% | +0.7% | -9.2% | +1.6% |
| All | +8.1% | +4.3% | +3.8% | +20.1% |
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