+127.6%
NOK vs CTAS
+675.6%
-548.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.0% |
| 7D | +8.7% | -1.3% | +10.0% | +9.2% |
| 30D | +12.5% | -3.1% | +15.6% | +13.5% |
| 3M | -20.7% | +10.3% | -31.0% | -24.6% |
| 6M | +36.2% | +1.6% | +34.5% | +33.1% |
| YTD | +64.1% | +6.3% | +57.8% | +57.5% |
| 1Y | +132.4% | -0.5% | +132.9% | +128.4% |
| 3Y | +182.9% | +64.6% | +118.3% | +118.4% |
| 5Y | +102.8% | +106.0% | -3.2% | +41.2% |
| All | +127.6% | +675.6% | -548.0% | -5.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling