+1,578.5%
NOK vs CTAS
+10,231.3%
-8,652.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +2.9% | +2.8% |
| 7D | -1.8% | -1.8% | +0.1% | -0.9% |
| 30D | +4.7% | -0.2% | +4.9% | +4.6% |
| 3M | -39.7% | +11.7% | -51.3% | -44.1% |
| 6M | +23.1% | +0.7% | +22.4% | +19.4% |
| YTD | +55.0% | +7.4% | +47.6% | +45.6% |
| 1Y | +118.0% | -2.1% | +120.1% | +113.6% |
| 3Y | +170.5% | +62.9% | +107.6% | +99.5% |
| 5Y | +84.9% | +111.9% | -27.0% | +18.5% |
| 10Y | +112.0% | +652.2% | -540.2% | -34.7% |
| All | +1,578.5% | +10,231.3% | -8,652.8% | +68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling