+65.7%
CTAS vs FN
+158.4%
-92.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.4% |
| 7D | -1.8% | -1.7% | -0.1% | -1.8% |
| 30D | -0.2% | -22.0% | +21.8% | +0.2% |
| 3M | +11.7% | -43.0% | +54.7% | +13.6% |
| 6M | +0.7% | -27.7% | +28.5% | +0.6% |
| YTD | +7.4% | -10.5% | +17.9% | +5.3% |
| 1Y | -2.1% | +12.5% | -14.6% | -6.2% |
| All | +65.7% | +158.4% | -92.6% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling