+132.4%
NOK vs CTAS
-0.4%
+132.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.7% |
| 7D | +8.7% | -1.3% | +10.0% | +8.0% |
| 30D | +12.5% | -3.1% | +15.6% | +11.0% |
| 3M | -20.7% | +10.3% | -31.0% | -17.4% |
| 6M | +36.2% | +1.6% | +34.5% | +44.1% |
| YTD | +64.1% | +6.3% | +57.8% | +74.4% |
| 1Y | +132.4% | -0.5% | +132.9% | +149.7% |
| All | +132.4% | -0.4% | +132.8% | +149.7% |
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 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