+2,096.2%
CTAS vs FLR
+603.8%
+1,492.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.2% |
| 7D | -1.8% | +5.4% | -7.2% | -2.9% |
| 30D | -0.2% | +11.4% | -11.6% | -2.9% |
| 3M | +11.7% | +11.4% | +0.3% | +7.9% |
| 6M | +0.7% | +16.6% | -15.9% | -4.4% |
| YTD | +7.4% | +41.7% | -34.3% | -2.5% |
| 1Y | -2.1% | +35.4% | -37.5% | -10.9% |
| 3Y | +62.9% | +57.3% | +5.6% | +36.7% |
| 5Y | +111.9% | +241.0% | -129.1% | +44.2% |
| 10Y | +652.2% | +16.6% | +635.5% | +445.5% |
| All | +2,096.2% | +603.8% | +1,492.4% | +908.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling