+629.3%
ON vs CTAS
+687.6%
-58.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.5% | +7.0% | +7.3% |
| 7D | +2.4% | +0.5% | +1.9% | +2.0% |
| 30D | -8.6% | -0.7% | -7.9% | -8.2% |
| 3M | -34.3% | +11.1% | -45.4% | -41.6% |
| 6M | +28.5% | +2.1% | +26.4% | +21.5% |
| YTD | +40.6% | +8.0% | +32.7% | +25.9% |
| 1Y | +55.3% | -0.5% | +55.8% | +48.8% |
| 3Y | -22.2% | +66.2% | -88.4% | -55.8% |
| 5Y | +62.4% | +109.2% | -46.8% | -24.1% |
| All | +629.3% | +687.6% | -58.3% | +46.7% |
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