+114.7%
CTAS vs FN
+148.3%
-33.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -14.2% | +13.1% | -0.3% |
| 7D | +3.8% | -16.0% | +19.8% | +4.7% |
| 30D | +15.5% | -40.1% | +55.6% | +18.9% |
| 3M | +12.7% | -43.9% | +56.6% | +16.1% |
| 6M | +34.5% | -55.6% | +90.1% | +40.2% |
| YTD | +21.3% | -35.7% | +57.0% | +19.6% |
| 1Y | +23.1% | -39.8% | +62.9% | +22.0% |
| 3Y | +79.3% | +80.3% | -0.9% | +39.7% |
| 5Y | +114.7% | +143.3% | -28.6% | +45.2% |
| All | +114.7% | +148.3% | -33.6% | +45.2% |
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