+23.6%
CTAS vs NOC
-0.8%
+24.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -0.8% | +4.9% | -5.6% | -1.5% |
| 30D | +10.7% | +13.6% | -2.9% | +8.7% |
| 3M | +11.0% | -3.9% | +14.9% | +11.3% |
| 6M | +38.7% | +1.4% | +37.3% | +37.6% |
| YTD | +21.8% | -2.2% | +24.0% | +20.3% |
| 1Y | +23.6% | -1.2% | +24.8% | +22.2% |
| All | +23.6% | -0.8% | +24.4% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling