+21.9%
CTAS vs FLUT
-63.2%
+85.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | +2.0% | -0.7% | +2.7% | +2.1% |
| 30D | +8.7% | +9.3% | -0.6% | +7.3% |
| 3M | +13.3% | -17.5% | +30.8% | +15.9% |
| 6M | +39.4% | -14.6% | +54.0% | +42.0% |
| YTD | +21.5% | -62.3% | +83.8% | +32.0% |
| 1Y | +21.9% | -59.6% | +81.5% | +31.2% |
| All | +21.9% | -63.2% | +85.1% | +31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling