+2,771.1%
NOW vs CTAS
+2,411.0%
+360.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.8% |
| 7D | -2.4% | -1.8% | -0.6% | -1.2% |
| 30D | +20.5% | -0.2% | +20.7% | +20.7% |
| 3M | +18.3% | +11.7% | +6.7% | +10.1% |
| 6M | +24.1% | +0.7% | +23.4% | +22.6% |
| YTD | -7.8% | +7.4% | -15.2% | -12.7% |
| 1Y | -21.4% | -2.1% | -19.3% | -21.5% |
| 3Y | +19.5% | +62.9% | -43.4% | -16.2% |
| 5Y | +4.1% | +111.9% | -107.8% | -37.2% |
| 10Y | +826.4% | +652.2% | +174.2% | +131.9% |
| All | +2,771.1% | +2,411.0% | +360.1% | +230.8% |
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