-25.9%
FPS vs CTAS
+17.2%
-43.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.9% | -5.9% | -4.1% |
| 7D | -20.9% | +0.7% | -21.5% | -20.0% |
| 30D | -46.3% | +11.3% | -57.6% | -41.1% |
| 3M | -42.9% | +11.4% | -54.3% | -37.0% |
| 6M | -46.8% | +35.6% | -82.4% | -37.7% |
| All | -25.9% | +17.2% | -43.2% | -8.8% |
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