+28.4%
FLEX vs CTAS
+23.7%
+4.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.9% | +4.4% |
| 7D | +2.2% | -0.8% | +3.0% | +1.6% |
| 30D | -32.6% | +10.7% | -43.4% | -27.8% |
| 3M | -35.5% | +11.0% | -46.5% | -30.8% |
| 6M | -45.6% | +38.7% | -84.3% | -36.4% |
| YTD | +30.7% | +21.8% | +8.9% | +57.7% |
| 1Y | +28.4% | +23.6% | +4.8% | +57.0% |
| All | +28.4% | +23.7% | +4.7% | +57.0% |
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