Stock and ETF performance explorer

FPS vs CTAS

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 2026-09-01 to 2026-09-08.

Portfolio and benchmark returns by period
Period	Portfolio	CTAS	Excess	Alpha
1D	+3.1%	0.0%	+3.0%	N/A
7D	+10.4%	0.0%	+10.4%	N/A
All	+10.4%	-1.2%	+11.6%	N/A

Cumulative growth

Daily Returns

Daily percentage return beside CTAS.

Daily Out/Under-Performance

Portfolio return minus CTAS return. Positive bars indicate outperformance.

Daily Alpha

Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.

Cumulative Out/Under-Performance

Relative wealth over 2026-09-01 to 2026-09-08: compounded portfolio wealth divided by compounded CTAS wealth, less one. Both series rebase at the selected span's start.

Cumulative Alpha

Cumulative alpha will appear once a trailing regression window supports a beta estimate.