+113.3%
CTAS vs FN
+170.4%
-57.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +11.7% | -13.4% | -2.4% |
| 7D | +1.2% | 0.0% | +1.2% | +1.0% |
| 30D | +12.8% | -34.3% | +47.1% | +15.4% |
| 3M | +10.3% | -39.9% | +50.1% | +13.2% |
| 6M | +32.0% | -51.8% | +83.8% | +37.1% |
| YTD | +19.1% | -28.1% | +47.3% | +16.7% |
| 1Y | +21.5% | -29.1% | +50.6% | +18.7% |
| 3Y | +76.0% | +102.4% | -26.4% | +36.0% |
| All | +113.3% | +170.4% | -57.0% | +43.1% |
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