+813.9%
CTAS vs FLUT
-26.1%
+840.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -0.7% | -6.5% | +5.8% | -0.1% |
| 30D | +10.3% | +2.8% | +7.5% | +9.9% |
| 3M | +10.2% | -13.5% | +23.6% | +11.5% |
| 6M | +34.4% | -19.0% | +53.3% | +36.6% |
| YTD | +19.6% | -61.9% | +81.4% | +30.0% |
| 1Y | +21.8% | -63.2% | +85.0% | +32.6% |
| 3Y | +74.1% | -46.0% | +120.1% | +81.4% |
| 5Y | +114.0% | -51.8% | +165.8% | +119.0% |
| 10Y | +813.9% | -26.1% | +840.0% | +799.8% |
| All | +813.9% | -26.1% | +840.0% | +799.8% |
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