+23,259.8%
CTAS vs NOC
+16,458.4%
+6,801.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.5% |
| 7D | -1.8% | -5.2% | +3.4% | -0.2% |
| 30D | -0.2% | -7.2% | +7.0% | +2.0% |
| 3M | +11.7% | -5.1% | +16.8% | +13.2% |
| 6M | +0.7% | -31.1% | +31.8% | +12.5% |
| YTD | +7.4% | -8.6% | +16.0% | +9.3% |
| 1Y | -2.1% | -9.7% | +7.6% | -0.1% |
| 3Y | +62.9% | +24.3% | +38.7% | +47.4% |
| 5Y | +111.9% | +52.6% | +59.3% | +75.9% |
| 10Y | +652.2% | +183.6% | +468.6% | +407.7% |
| All | +23,259.8% | +16,458.4% | +6,801.4% | +7,469.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling