+818.4%
CTAS vs FN
+772.0%
+46.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.8% | +5.7% | +1.5% |
| 7D | +0.7% | -4.1% | +4.8% | +0.8% |
| 30D | +11.3% | -28.3% | +39.6% | +15.0% |
| 3M | +11.4% | -33.9% | +45.3% | +15.5% |
| 6M | +35.6% | -43.9% | +79.5% | +41.6% |
| YTD | +20.7% | -23.4% | +44.1% | +17.1% |
| 1Y | +22.8% | -25.4% | +48.2% | +19.0% |
| 3Y | +73.4% | +107.9% | -34.5% | +27.2% |
| 5Y | +117.6% | +195.1% | -77.5% | +40.9% |
| 10Y | +818.4% | +794.1% | +24.3% | +373.6% |
| All | +818.4% | +772.0% | +46.5% | +373.6% |
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