+3,869.0%
CTAS vs FN
+3,620.5%
+248.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.7% |
| 7D | -1.8% | -1.7% | -0.1% | -1.6% |
| 30D | -0.2% | -22.0% | +21.8% | +2.4% |
| 3M | +11.7% | -43.0% | +54.7% | +18.2% |
| 6M | +0.7% | -27.7% | +28.5% | +1.7% |
| YTD | +7.4% | -10.5% | +17.9% | +4.2% |
| 1Y | -2.1% | +12.5% | -14.6% | -9.0% |
| 3Y | +62.9% | +153.8% | -90.9% | +26.0% |
| 5Y | +111.9% | +288.0% | -176.1% | +48.7% |
| 10Y | +652.2% | +906.4% | -254.2% | +346.6% |
| All | +3,869.0% | +3,620.5% | +248.4% | +1,912.4% |
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