-2.1%
CTAS vs FLR
+31.2%
-33.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.4% |
| 7D | -1.8% | +5.4% | -7.2% | -1.7% |
| 30D | -0.2% | +11.4% | -11.6% | +0.1% |
| 3M | +11.7% | +11.4% | +0.3% | +12.2% |
| 6M | +0.7% | +16.6% | -15.9% | +1.0% |
| YTD | +7.4% | +41.7% | -34.3% | +7.2% |
| 1Y | -2.1% | +35.4% | -37.5% | -1.1% |
| All | -2.1% | +31.2% | -33.3% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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