+74.2%
CTAS vs FLR
+37.2%
+37.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.2% |
| 7D | +0.5% | +10.1% | -9.6% | +0.1% |
| 30D | +10.2% | -0.5% | +10.7% | +10.3% |
| 3M | +12.1% | -4.8% | +16.9% | +12.3% |
| 6M | +38.3% | +10.7% | +27.6% | +36.5% |
| YTD | +21.9% | +25.0% | -3.1% | +18.7% |
| 1Y | +24.0% | +8.3% | +15.7% | +22.2% |
| All | +74.2% | +37.2% | +37.1% | +57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling