+76.0%
CTAS vs FLUT
-52.0%
+128.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.6% |
| 7D | +1.2% | -1.1% | +2.2% | +1.3% |
| 30D | +12.8% | +7.7% | +5.1% | +11.6% |
| 3M | +10.3% | -12.2% | +22.4% | +11.6% |
| 6M | +32.0% | -17.6% | +49.6% | +34.4% |
| YTD | +19.1% | -62.0% | +81.1% | +31.0% |
| 1Y | +21.5% | -62.3% | +83.7% | +33.3% |
| 3Y | +76.0% | -52.0% | +128.0% | +91.1% |
| All | +76.0% | -52.0% | +128.0% | +91.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling