+521.8%
NOW vs CTAS
+832.5%
-310.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +2.7% |
| 7D | -5.6% | -0.8% | -4.8% | -5.1% |
| 30D | -26.8% | +10.7% | -37.5% | -31.4% |
| 3M | -19.4% | +11.0% | -30.4% | -24.7% |
| 6M | +12.3% | +38.7% | -26.4% | -8.3% |
| YTD | -32.9% | +21.8% | -54.7% | -41.3% |
| 1Y | -40.3% | +23.6% | -63.9% | -48.3% |
| 3Y | -19.1% | +74.9% | -94.0% | -45.1% |
| 5Y | -24.4% | +119.5% | -143.8% | -55.1% |
| 10Y | +521.8% | +820.2% | -298.4% | +73.2% |
| All | +521.8% | +832.5% | -310.7% | +73.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling