+820.2%
CTAS vs FN
+850.1%
-29.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.9% | -5.0% | +0.2% |
| 7D | -0.8% | +8.0% | -8.8% | -2.0% |
| 30D | +10.7% | -19.1% | +29.9% | +12.8% |
| 3M | +11.0% | -29.8% | +40.8% | +14.2% |
| 6M | +38.7% | -43.2% | +81.9% | +44.9% |
| YTD | +21.8% | -18.9% | +40.7% | +17.3% |
| 1Y | +23.6% | -17.9% | +41.4% | +18.1% |
| 3Y | +74.9% | +120.1% | -45.2% | +27.4% |
| 5Y | +119.5% | +206.7% | -87.2% | +41.8% |
| 10Y | +820.2% | +804.7% | +15.5% | +371.0% |
| All | +820.2% | +850.1% | -29.9% | +371.0% |
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