+790.0%
NOW vs CTAS
+658.8%
+131.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -5.0% | -5.0% |
| 7D | -6.1% | 0.0% | -6.0% | -6.0% |
| 30D | +7.5% | -1.0% | +8.5% | +8.2% |
| 3M | +17.5% | +15.8% | +1.8% | +7.5% |
| 6M | +7.9% | -1.0% | +8.9% | +7.8% |
| YTD | -12.4% | +7.4% | -19.8% | -16.9% |
| 1Y | -28.6% | -0.1% | -28.4% | -29.4% |
| 3Y | +11.8% | +66.3% | -54.5% | -21.6% |
| 5Y | +2.6% | +111.0% | -108.3% | -36.8% |
| 10Y | +790.0% | +662.9% | +127.1% | +180.6% |
| All | +790.0% | +658.8% | +131.2% | +180.6% |
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 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