+65.4%
CTAS vs NOC
+28.8%
+36.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | 0.0% | -2.7% | +2.6% | +0.4% |
| 30D | -1.0% | -8.9% | +7.9% | +0.4% |
| 3M | +15.8% | -3.7% | +19.4% | +16.3% |
| 6M | -1.0% | -30.8% | +29.8% | +4.2% |
| YTD | +7.4% | -7.9% | +15.4% | +7.9% |
| 1Y | -0.1% | -9.4% | +9.3% | +0.6% |
| All | +65.4% | +28.8% | +36.6% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling