+1,060.6%
FLEX vs CTAS
+658.8%
+401.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +7.0% | 0.0% | +7.0% | +7.0% |
| 30D | -5.8% | -1.0% | -4.8% | -5.5% |
| 3M | -24.2% | +15.8% | -40.0% | -32.9% |
| 6M | +90.8% | -1.0% | +91.8% | +86.2% |
| YTD | +89.2% | +7.4% | +81.8% | +74.1% |
| 1Y | +104.7% | -0.1% | +104.8% | +96.7% |
| 3Y | +478.1% | +66.3% | +411.8% | +270.1% |
| 5Y | +726.2% | +111.0% | +615.2% | +339.7% |
| 10Y | +1,060.6% | +662.9% | +397.7% | +197.8% |
| All | +1,060.6% | +658.8% | +401.8% | +197.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling