+66.2%
CTAS vs FLNC
-62.9%
+129.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -0.9% | +1.5% |
| 7D | +0.5% | -4.1% | +4.6% | +0.5% |
| 30D | -0.7% | -24.8% | +24.0% | -0.7% |
| 3M | +11.1% | -59.1% | +70.2% | +11.7% |
| 6M | +2.1% | -42.0% | +44.1% | +2.0% |
| YTD | +8.0% | -49.8% | +57.8% | +7.6% |
| 1Y | -0.5% | +43.1% | -43.6% | -4.1% |
| 3Y | +66.2% | -61.0% | +127.2% | +67.9% |
| All | +66.2% | -62.9% | +129.1% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 3y: compounded portfolio wealth divided by compounded FLNC 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…
3y analysis · Full analysis span regression · 6 months rolling