-16.3%
NOW vs CTAS
+75.4%
-91.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | -3.0% | +1.2% | -4.2% | -3.4% |
| 30D | -26.0% | +12.8% | -38.8% | -29.5% |
| 3M | -13.1% | +10.3% | -23.4% | -16.5% |
| 6M | +14.5% | +32.0% | -17.5% | +2.7% |
| YTD | -33.4% | +19.1% | -52.6% | -38.2% |
| 1Y | -40.6% | +21.5% | -62.1% | -45.4% |
| 3Y | -16.3% | +76.0% | -92.4% | -33.7% |
| All | -16.3% | +75.4% | -91.7% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling