+47.6%
ON vs CTAS
+23.6%
+24.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.7% |
| 7D | +12.2% | +2.0% | +10.3% | +13.0% |
| 30D | -3.1% | +8.7% | -11.8% | -0.1% |
| 3M | -12.9% | +13.3% | -26.2% | -8.6% |
| 6M | -38.6% | +39.4% | -78.0% | -34.0% |
| YTD | +31.2% | +21.5% | +9.7% | +45.3% |
| 1Y | +47.6% | +21.9% | +25.8% | +63.1% |
| All | +47.6% | +23.6% | +24.0% | +63.1% |
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