+834.0%
CTAS vs FN
+753.0%
+80.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +11.7% | -13.4% | -3.2% |
| 7D | +1.2% | 0.0% | +1.2% | +0.7% |
| 30D | +12.8% | -34.3% | +47.1% | +17.9% |
| 3M | +10.3% | -39.9% | +50.1% | +15.8% |
| 6M | +32.0% | -51.8% | +83.8% | +40.8% |
| YTD | +19.1% | -28.1% | +47.3% | +16.5% |
| 1Y | +21.5% | -29.1% | +50.6% | +18.4% |
| 3Y | +76.0% | +102.4% | -26.4% | +29.1% |
| 5Y | +110.9% | +171.7% | -60.8% | +38.5% |
| All | +834.0% | +753.0% | +80.9% | +386.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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