-26.4%
NOW vs CTAS
+109.9%
-136.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.8% |
| 7D | -3.0% | +1.2% | -4.2% | -3.8% |
| 30D | -26.0% | +12.8% | -38.8% | -32.3% |
| 3M | -13.1% | +10.3% | -23.4% | -19.4% |
| 6M | +14.5% | +32.0% | -17.5% | -6.9% |
| YTD | -33.4% | +19.1% | -52.6% | -42.3% |
| 1Y | -40.6% | +21.5% | -62.1% | -49.4% |
| 3Y | -16.3% | +76.0% | -92.4% | -54.1% |
| All | -26.4% | +109.9% | -136.3% | -69.0% |
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