+818.6%
CTAS vs FN
+763.2%
+55.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.6% |
| 7D | +0.5% | +20.8% | -20.3% | -2.0% |
| 30D | +10.2% | -17.3% | +27.5% | +11.9% |
| 3M | +12.1% | -38.1% | +50.2% | +17.3% |
| 6M | +38.3% | -44.2% | +82.5% | +44.6% |
| YTD | +21.9% | -22.3% | +44.2% | +18.0% |
| 1Y | +24.0% | -20.9% | +45.0% | +19.0% |
| 3Y | +75.1% | +111.1% | -35.9% | +28.2% |
| 5Y | +116.9% | +191.8% | -74.9% | +41.1% |
| All | +818.6% | +763.2% | +55.3% | +372.5% |
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