+818.6%
CTAS vs FLR
+8.6%
+810.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.4% |
| 7D | +0.5% | +10.1% | -9.6% | -0.9% |
| 30D | +10.2% | -0.5% | +10.7% | +10.1% |
| 3M | +12.1% | -4.8% | +16.9% | +12.4% |
| 6M | +38.3% | +10.7% | +27.6% | +34.5% |
| YTD | +21.9% | +25.0% | -3.1% | +15.6% |
| 1Y | +24.0% | +8.3% | +15.7% | +20.0% |
| 3Y | +75.1% | +36.8% | +38.3% | +57.6% |
| 5Y | +116.9% | +121.8% | -4.8% | +76.8% |
| All | +818.6% | +8.6% | +810.0% | +627.9% |
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