-22.1%
FPS vs CTAS
+16.1%
-38.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +0.4% | +15.7% | +16.3% |
| 7D | -8.0% | -0.7% | -7.3% | -8.2% |
| 30D | -43.5% | +10.3% | -53.8% | -38.6% |
| 3M | -41.6% | +10.2% | -51.8% | -36.2% |
| 6M | -44.0% | +34.4% | -78.4% | -35.1% |
| All | -22.1% | +16.1% | -38.2% | -4.9% |
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