-40.3%
NOW vs CTAS
+23.7%
-64.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +3.0% |
| 7D | -5.6% | -0.8% | -4.8% | -5.4% |
| 30D | -26.8% | +10.7% | -37.5% | -28.7% |
| 3M | -19.4% | +11.0% | -30.4% | -21.6% |
| 6M | +12.3% | +38.7% | -26.4% | +4.2% |
| YTD | -32.9% | +21.8% | -54.7% | -36.4% |
| 1Y | -40.3% | +23.6% | -63.9% | -43.7% |
| All | -40.3% | +23.7% | -64.0% | -43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling