+818.4%
CTAS vs FLUT
-25.6%
+844.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.9% |
| 7D | +0.7% | -1.5% | +2.2% | +0.8% |
| 30D | +11.3% | +3.4% | +7.9% | +10.9% |
| 3M | +11.4% | -12.5% | +23.9% | +12.6% |
| 6M | +35.6% | -18.5% | +54.1% | +37.8% |
| YTD | +20.7% | -61.6% | +82.3% | +31.1% |
| 1Y | +22.8% | -64.1% | +86.9% | +34.1% |
| 3Y | +73.4% | -44.5% | +117.9% | +80.2% |
| 5Y | +117.6% | -51.3% | +168.9% | +122.5% |
| 10Y | +818.4% | -25.6% | +844.0% | +803.4% |
| All | +818.4% | -25.6% | +844.0% | +803.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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