+1,011.9%
FLEX vs CTAS
+658.7%
+353.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.7% |
| 7D | -0.9% | -1.8% | +0.9% | +0.2% |
| 30D | -10.1% | -0.2% | -9.9% | -10.3% |
| 3M | -31.3% | +11.7% | -43.0% | -37.8% |
| 6M | +71.3% | +0.7% | +70.6% | +65.2% |
| YTD | +81.2% | +7.4% | +73.8% | +66.8% |
| 1Y | +98.5% | -2.1% | +100.6% | +93.3% |
| 3Y | +428.2% | +62.9% | +365.3% | +243.4% |
| 5Y | +657.3% | +111.9% | +545.4% | +301.4% |
| All | +1,011.9% | +658.7% | +353.2% | +185.3% |
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