+815.5%
CTAS vs FN
+700.1%
+115.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.3% | +7.0% | +0.5% |
| 7D | +2.0% | +0.3% | +1.7% | +1.8% |
| 30D | +8.7% | -16.5% | +25.2% | +10.2% |
| 3M | +13.3% | -42.1% | +55.4% | +19.4% |
| 6M | +39.4% | -52.9% | +92.3% | +49.3% |
| YTD | +21.5% | -28.0% | +49.5% | +18.6% |
| 1Y | +21.9% | -18.5% | +40.4% | +15.9% |
| 3Y | +73.6% | +93.9% | -20.2% | +28.4% |
| 5Y | +116.2% | +170.5% | -54.3% | +41.8% |
| All | +815.5% | +700.1% | +115.3% | +375.0% |
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