+662.9%
CTAS vs FLUT
-9.2%
+672.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | 0.0% | +3.8% | -3.9% | -0.4% |
| 30D | -1.0% | +6.3% | -7.3% | -1.7% |
| 3M | +15.8% | -4.0% | +19.8% | +16.0% |
| 6M | -1.0% | -10.3% | +9.3% | -0.4% |
| YTD | +7.4% | -53.2% | +60.6% | +14.6% |
| 1Y | -0.1% | -65.0% | +64.9% | +9.3% |
| 3Y | +66.3% | -43.9% | +110.2% | +72.2% |
| 5Y | +111.0% | -49.2% | +160.2% | +113.9% |
| 10Y | +662.9% | -9.2% | +672.1% | +632.2% |
| All | +662.9% | -9.2% | +672.1% | +632.2% |
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