+1,980.5%
NOW vs CTAS
+2,736.0%
-755.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.1% | -4.8% | -5.2% |
| 7D | -6.7% | +3.8% | -10.5% | -8.8% |
| 30D | -25.8% | +15.5% | -41.3% | -32.4% |
| 3M | -12.7% | +12.7% | -25.4% | -19.4% |
| 6M | +11.2% | +34.5% | -23.2% | -8.2% |
| YTD | -33.2% | +21.3% | -54.5% | -41.7% |
| 1Y | -41.8% | +23.1% | -64.9% | -49.8% |
| 3Y | -15.7% | +79.3% | -95.0% | -44.5% |
| 5Y | -26.0% | +114.7% | -140.7% | -56.3% |
| 10Y | +515.1% | +867.1% | -352.0% | +29.0% |
| All | +1,980.5% | +2,736.0% | -755.5% | +120.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling