+671.2%
CTAS vs FLR
+18.3%
+652.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.5% |
| 7D | -1.3% | -6.9% | +5.6% | -0.3% |
| 30D | -3.1% | +1.1% | -4.2% | -3.3% |
| 3M | +10.3% | +14.3% | -4.0% | +7.4% |
| 6M | +1.6% | +19.1% | -17.5% | -2.2% |
| YTD | +6.3% | +35.1% | -28.8% | +0.1% |
| 1Y | -0.5% | +29.5% | -30.0% | -6.1% |
| 3Y | +64.6% | +53.0% | +11.6% | +46.0% |
| 5Y | +106.0% | +238.9% | -132.9% | +57.4% |
| All | +671.2% | +18.3% | +652.9% | +491.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling