+127.9%
NOK vs CTAS
+814.6%
-686.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +5.4% | +2.0% | +3.4% | +4.7% |
| 30D | -14.1% | +8.7% | -22.8% | -16.7% |
| 3M | -23.6% | +13.3% | -36.9% | -27.1% |
| 6M | -45.1% | +39.4% | -84.5% | -52.3% |
| YTD | +24.7% | +21.5% | +3.2% | +14.0% |
| 1Y | +19.0% | +21.9% | -2.9% | +8.6% |
| 3Y | +147.0% | +73.6% | +73.4% | +88.4% |
| 5Y | +58.2% | +116.2% | -58.0% | +8.6% |
| All | +127.9% | +814.6% | -686.6% | -13.7% |
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