+5,008.5%
FLEX vs CTAS
+12,306.5%
-7,298.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.8% | +6.4% | +5.6% |
| 7D | -19.3% | +1.2% | -20.5% | -20.1% |
| 30D | -41.5% | +12.8% | -54.3% | -46.3% |
| 3M | -43.1% | +10.3% | -53.4% | -47.1% |
| 6M | -48.2% | +32.0% | -80.2% | -58.3% |
| YTD | +15.5% | +19.1% | -3.7% | -1.2% |
| 1Y | +10.2% | +21.5% | -11.3% | -7.1% |
| 3Y | +256.8% | +76.0% | +180.8% | +131.1% |
| 5Y | +408.2% | +110.9% | +297.3% | +193.0% |
| 10Y | +580.8% | +849.8% | -269.0% | +52.6% |
| All | +5,008.5% | +12,306.5% | -7,298.0% | +263.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling