+504.6%
NOW vs CTAS
+848.9%
-344.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -3.1% | -0.7% | -2.3% | -2.7% |
| 30D | -27.0% | +10.3% | -37.3% | -31.5% |
| 3M | -17.7% | +10.2% | -27.9% | -22.8% |
| 6M | +12.7% | +34.4% | -21.7% | -6.3% |
| YTD | -32.9% | +19.6% | -52.5% | -40.7% |
| 1Y | -40.4% | +21.8% | -62.2% | -48.0% |
| 3Y | -17.1% | +74.1% | -91.2% | -43.7% |
| 5Y | -25.7% | +114.0% | -139.7% | -55.2% |
| 10Y | +504.6% | +813.9% | -309.3% | +71.5% |
| All | +504.6% | +848.9% | -344.3% | +71.5% |
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