+109.6%
CTAS vs FLR
+245.1%
-135.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +2.9% | +0.1% |
| 7D | +1.0% | -3.1% | +4.1% | +1.3% |
| 30D | -1.1% | +4.9% | -6.0% | -1.6% |
| 3M | +11.5% | +10.8% | +0.7% | +9.7% |
| 6M | +0.2% | +19.7% | -19.5% | -2.8% |
| YTD | +7.2% | +38.4% | -31.2% | +1.8% |
| 1Y | 0.0% | +34.7% | -34.7% | -5.0% |
| 3Y | +65.9% | +56.7% | +9.3% | +46.5% |
| 5Y | +109.6% | +241.6% | -132.1% | +61.6% |
| All | +109.6% | +245.1% | -135.5% | +61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling