+424.8%
FLEX vs CTAS
+115.9%
+308.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | +7.5% | +2.0% | +5.5% | +6.8% |
| 30D | -25.3% | +8.7% | -34.0% | -27.9% |
| 3M | -39.7% | +13.3% | -53.0% | -42.8% |
| 6M | -47.9% | +39.4% | -87.2% | -56.3% |
| YTD | +24.1% | +21.5% | +2.6% | +11.8% |
| 1Y | +26.0% | +21.9% | +4.1% | +13.1% |
| 3Y | +282.7% | +73.6% | +209.0% | +155.0% |
| All | +424.8% | +115.9% | +308.9% | +172.1% |
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