+114.6%
CTAS vs FN
+289.0%
-174.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.5% |
| 7D | -1.8% | -1.7% | -0.1% | -1.7% |
| 30D | -0.2% | -22.0% | +21.8% | +1.2% |
| 3M | +11.7% | -43.0% | +54.7% | +15.9% |
| 6M | +0.7% | -27.7% | +28.5% | +1.0% |
| YTD | +7.4% | -10.5% | +17.9% | +4.3% |
| 1Y | -2.1% | +12.5% | -14.6% | -8.4% |
| 3Y | +62.9% | +153.8% | -90.9% | +25.1% |
| All | +114.6% | +289.0% | -174.4% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling