+4,382.6%
CTAS vs FN
+2,575.5%
+1,807.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -14.2% | +13.1% | +0.6% |
| 7D | +3.8% | -16.0% | +19.8% | +5.6% |
| 30D | +15.5% | -40.1% | +55.6% | +22.1% |
| 3M | +12.7% | -43.9% | +56.6% | +19.2% |
| 6M | +34.5% | -55.6% | +90.1% | +44.5% |
| YTD | +21.3% | -35.7% | +57.0% | +21.3% |
| 1Y | +23.1% | -39.8% | +62.9% | +23.7% |
| 3Y | +79.3% | +80.3% | -0.9% | +43.4% |
| 5Y | +114.7% | +143.3% | -28.6% | +59.1% |
| 10Y | +867.1% | +682.3% | +184.8% | +487.1% |
| All | +4,382.6% | +2,575.5% | +1,807.0% | +2,242.6% |
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