+663.2%
FLEX vs CTAS
+113.1%
+550.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | -0.9% | -1.8% | +0.9% | -0.2% |
| 30D | -10.1% | -0.2% | -9.9% | -10.2% |
| 3M | -31.3% | +11.7% | -43.0% | -35.9% |
| 6M | +71.3% | +0.7% | +70.6% | +68.8% |
| YTD | +81.2% | +7.4% | +73.8% | +71.8% |
| 1Y | +98.5% | -2.1% | +100.6% | +97.9% |
| 3Y | +428.2% | +62.9% | +365.3% | +253.9% |
| All | +663.2% | +113.1% | +550.1% | +292.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling