+118.0%
NOK vs CTAS
-1.7%
+119.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +2.9% | +2.5% |
| 7D | -1.8% | -1.8% | +0.1% | -2.6% |
| 30D | +4.7% | -0.2% | +4.9% | +4.7% |
| 3M | -39.7% | +11.7% | -51.3% | -36.7% |
| 6M | +23.1% | +0.7% | +22.4% | +31.1% |
| YTD | +55.0% | +7.4% | +47.6% | +65.4% |
| 1Y | +118.0% | -2.1% | +120.1% | +137.2% |
| All | +118.0% | -1.7% | +119.8% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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