+109.6%
CTAS vs NOC
+55.2%
+54.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | +1.0% | -1.6% | +2.6% | +1.3% |
| 30D | -1.1% | -10.4% | +9.3% | +1.0% |
| 3M | +11.5% | -5.6% | +17.1% | +12.6% |
| 6M | +0.2% | -30.4% | +30.6% | +7.1% |
| YTD | +7.2% | -8.5% | +15.7% | +8.1% |
| 1Y | 0.0% | -8.3% | +8.3% | +0.8% |
| 3Y | +65.9% | +28.2% | +37.7% | +53.3% |
| 5Y | +109.6% | +56.7% | +52.8% | +79.1% |
| All | +109.6% | +55.2% | +54.4% | +79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling