+624.3%
FLEX vs CTAS
+824.3%
-200.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -3.2% |
| 7D | -13.6% | +0.7% | -14.3% | -14.1% |
| 30D | -36.5% | +11.3% | -47.8% | -41.1% |
| 3M | -36.4% | +11.4% | -47.9% | -41.2% |
| 6M | -46.5% | +35.6% | -82.1% | -57.8% |
| YTD | +25.9% | +20.7% | +5.2% | +6.8% |
| 1Y | +19.6% | +22.8% | -3.3% | -0.1% |
| 3Y | +287.0% | +73.4% | +213.6% | +141.5% |
| 5Y | +466.6% | +117.6% | +349.0% | +195.6% |
| All | +624.3% | +824.3% | -200.0% | +66.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling