-27.2%
NOW vs CTAS
+118.4%
-145.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.2% | -2.1% |
| 7D | -1.7% | +0.5% | -2.2% | -2.0% |
| 30D | -27.4% | +10.2% | -37.6% | -32.4% |
| 3M | -19.4% | +12.1% | -31.5% | -26.1% |
| 6M | +13.1% | +38.3% | -25.2% | -10.9% |
| YTD | -34.3% | +21.9% | -56.2% | -43.9% |
| 1Y | -41.8% | +24.0% | -65.8% | -51.0% |
| 3Y | -20.7% | +75.1% | -95.9% | -55.8% |
| 5Y | -27.2% | +116.9% | -144.1% | -69.5% |
| All | -27.2% | +118.4% | -145.6% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling