+25.0%
FLEX vs CTAS
+25.6%
-0.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.4% | -14.7% | -10.7% |
| 7D | -17.0% | +7.6% | -24.6% | -12.5% |
| 30D | -33.8% | +17.2% | -51.1% | -26.9% |
| 3M | -39.0% | +12.8% | -51.8% | -34.0% |
| 6M | -15.9% | +38.0% | -53.9% | -1.6% |
| YTD | +27.8% | +22.7% | +5.1% | +54.4% |
| 1Y | +25.0% | +25.6% | -0.7% | +50.6% |
| All | +25.0% | +25.6% | -0.7% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling