+4,434.4%
CTAS vs FN
+3,020.0%
+1,414.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.0% | +8.3% | +3.1% |
| 7D | +7.6% | -7.0% | +14.6% | +8.3% |
| 30D | +17.2% | -24.7% | +41.9% | +20.6% |
| 3M | +12.8% | -35.7% | +48.4% | +17.5% |
| 6M | +38.0% | -52.4% | +90.4% | +47.3% |
| YTD | +22.7% | -25.0% | +47.7% | +20.6% |
| 1Y | +25.6% | -25.7% | +51.3% | +23.0% |
| 3Y | +81.4% | +110.2% | -28.8% | +42.6% |
| 5Y | +117.9% | +192.3% | -74.5% | +57.9% |
| 10Y | +878.3% | +812.3% | +66.0% | +483.8% |
| All | +4,434.4% | +3,020.0% | +1,414.4% | +2,229.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling