-54.4%
FPS vs CTAS
+32.0%
-86.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.8% | +8.8% | +4.7% |
| 7D | -24.5% | +1.2% | -25.7% | -22.9% |
| 30D | -52.1% | +12.8% | -64.8% | -44.4% |
| 3M | -48.4% | +10.3% | -58.6% | -41.2% |
| 6M | -54.4% | +32.0% | -86.4% | -37.7% |
| All | -54.4% | +32.0% | -86.4% | -37.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling