+523.3%
ON vs CTAS
+814.6%
-291.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.4% |
| 7D | +12.2% | +2.0% | +10.3% | +10.6% |
| 30D | -3.1% | +8.7% | -11.8% | -9.9% |
| 3M | -12.9% | +13.3% | -26.2% | -22.2% |
| 6M | -38.6% | +39.4% | -78.0% | -55.7% |
| YTD | +31.2% | +21.5% | +9.7% | +5.6% |
| 1Y | +47.6% | +21.9% | +25.8% | +18.3% |
| 3Y | +6.6% | +73.6% | -67.0% | -41.6% |
| 5Y | +21.3% | +116.2% | -94.9% | -45.3% |
| All | +523.3% | +814.6% | -291.2% | +1.6% |
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