+2,510.4%
CTAS vs FLUT
+2,054.3%
+456.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.2% |
| 7D | -1.8% | -1.6% | -0.2% | -1.8% |
| 30D | -0.2% | +7.7% | -8.0% | -0.6% |
| 3M | +11.7% | -0.7% | +12.4% | +11.6% |
| 6M | +0.7% | -11.2% | +11.9% | +1.1% |
| YTD | +7.4% | -53.4% | +60.9% | +10.6% |
| 1Y | -2.1% | -65.8% | +63.7% | +2.0% |
| 3Y | +62.9% | -44.9% | +107.9% | +65.9% |
| 5Y | +111.9% | -49.7% | +161.6% | +113.8% |
| 10Y | +652.2% | -9.7% | +661.9% | +646.8% |
| All | +2,510.4% | +2,054.3% | +456.1% | +2,568.6% |
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