+184.5%
NOK vs CTAS
+66.0%
+118.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.3% | +1.0% |
| 7D | +9.3% | +1.0% | +8.4% | +9.4% |
| 30D | +17.9% | -1.1% | +18.9% | +17.8% |
| 3M | -22.3% | +11.5% | -33.8% | -23.0% |
| 6M | +36.4% | +0.2% | +36.2% | +38.1% |
| YTD | +66.3% | +7.2% | +59.1% | +66.2% |
| 1Y | +134.4% | 0.0% | +134.4% | +137.5% |
| All | +184.5% | +66.0% | +118.4% | +126.9% |
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