+19.0%
NOK vs CTAS
+23.6%
-4.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.7% |
| 7D | +5.4% | +2.0% | +3.4% | +6.5% |
| 30D | -14.1% | +8.7% | -22.8% | -9.7% |
| 3M | -23.6% | +13.3% | -36.9% | -17.5% |
| 6M | -45.1% | +39.4% | -84.5% | -38.2% |
| YTD | +24.7% | +21.5% | +3.2% | +46.3% |
| 1Y | +19.0% | +21.9% | -2.9% | +39.4% |
| All | +19.0% | +23.6% | -4.6% | +39.4% |
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