+815.5%
CTAS vs NOC
+160.0%
+655.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | +2.0% | +4.8% | -2.9% | +0.3% |
| 30D | +8.7% | +11.0% | -2.4% | +4.8% |
| 3M | +13.3% | -3.8% | +17.1% | +14.4% |
| 6M | +39.4% | +0.6% | +38.7% | +38.2% |
| YTD | +21.5% | -2.3% | +23.8% | +20.5% |
| 1Y | +21.9% | +0.3% | +21.6% | +19.6% |
| 3Y | +73.6% | +24.6% | +49.0% | +53.8% |
| 5Y | +116.2% | +66.0% | +50.2% | +62.8% |
| All | +815.5% | +160.0% | +655.4% | +452.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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