+11.4%
FPS vs CTAS
+4.3%
+7.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.0% | +3.1% |
| 7D | +10.4% | 0.0% | +10.4% | +10.3% |
| 30D | -16.5% | -1.0% | -15.5% | -17.0% |
| 3M | -45.5% | +15.8% | -61.3% | -42.4% |
| 6M | +2.1% | -1.0% | +3.1% | +13.4% |
| All | +11.4% | +4.3% | +7.1% | +23.8% |
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