+813.9%
CTAS vs FN
+837.6%
-23.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.9% | -11.5% | -1.0% |
| 7D | -0.7% | +16.3% | -17.0% | -3.0% |
| 30D | +10.3% | -24.7% | +35.0% | +13.3% |
| 3M | +10.2% | -34.9% | +45.1% | +14.6% |
| 6M | +34.4% | -41.1% | +75.5% | +39.5% |
| YTD | +19.6% | -19.6% | +39.2% | +15.3% |
| 1Y | +21.8% | -18.5% | +40.3% | +16.5% |
| 3Y | +74.1% | +119.1% | -45.0% | +26.9% |
| 5Y | +114.0% | +206.9% | -92.9% | +38.2% |
| 10Y | +813.9% | +826.4% | -12.5% | +369.0% |
| All | +813.9% | +837.6% | -23.6% | +369.0% |
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