+153.4%
NOK vs CTAS
+75.3%
+78.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +11.0% | +0.5% | +10.5% | +11.0% |
| 30D | -16.0% | +10.2% | -26.3% | -15.3% |
| 3M | -19.8% | +12.1% | -31.9% | -18.9% |
| 6M | -37.1% | +38.3% | -75.4% | -37.5% |
| YTD | +28.0% | +21.9% | +6.1% | +29.9% |
| 1Y | +17.9% | +24.0% | -6.1% | +19.4% |
| All | +153.4% | +75.3% | +78.1% | +118.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling