+46.0%
ON vs CTAS
+0.1%
+45.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.2% |
| 7D | -1.9% | +1.0% | -2.9% | -1.6% |
| 30D | -11.0% | -1.1% | -10.0% | -11.2% |
| 3M | -39.3% | +11.5% | -50.8% | -37.9% |
| 6M | +19.8% | +0.2% | +19.7% | +27.6% |
| YTD | +31.1% | +7.2% | +23.9% | +36.0% |
| 1Y | +46.0% | 0.0% | +46.0% | +56.7% |
| All | +46.0% | +0.1% | +45.8% | +56.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling