+2,795.5%
CTAS vs FLUT
+1,658.1%
+1,137.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.7% |
| 7D | +1.2% | -1.1% | +2.2% | +1.2% |
| 30D | +12.8% | +7.7% | +5.1% | +12.3% |
| 3M | +10.3% | -12.2% | +22.4% | +10.8% |
| 6M | +32.0% | -17.6% | +49.6% | +32.9% |
| YTD | +19.1% | -62.0% | +81.1% | +23.8% |
| 1Y | +21.5% | -62.3% | +83.7% | +26.1% |
| 3Y | +76.0% | -52.0% | +128.0% | +80.5% |
| 5Y | +110.9% | -51.8% | +162.6% | +113.9% |
| 10Y | +849.8% | -26.3% | +876.1% | +851.3% |
| All | +2,795.5% | +1,658.1% | +1,137.4% | +2,886.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling