+535.7%
ON vs CTAS
+820.8%
-285.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | 0.0% |
| 7D | -4.1% | +0.7% | -4.8% | -4.6% |
| 30D | -10.2% | +11.3% | -21.5% | -18.2% |
| 3M | -12.7% | +11.4% | -24.2% | -21.1% |
| 6M | -32.5% | +35.6% | -68.2% | -50.4% |
| YTD | +28.6% | +20.7% | +7.9% | +3.9% |
| 1Y | +43.4% | +22.8% | +20.6% | +13.9% |
| 3Y | +3.3% | +73.4% | -70.1% | -43.4% |
| 5Y | +22.5% | +117.6% | -95.1% | -45.1% |
| 10Y | +535.7% | +818.4% | -282.7% | +3.2% |
| All | +535.7% | +820.8% | -285.1% | +3.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling