+95.2%
CTAS vs FLNC
-71.1%
+166.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.7% |
| 7D | -1.3% | -5.0% | +3.7% | -1.1% |
| 30D | -3.1% | -26.1% | +23.0% | -2.1% |
| 3M | +10.3% | -55.2% | +65.5% | +13.2% |
| 6M | +1.6% | -42.6% | +44.2% | +1.9% |
| YTD | +6.3% | -51.0% | +57.3% | +6.4% |
| 1Y | -0.5% | +43.3% | -43.8% | -8.3% |
| 3Y | +64.6% | -63.4% | +128.0% | +58.0% |
| All | +95.2% | -71.1% | +166.3% | +86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling