+56.9%
ON vs CTAS
+110.0%
-53.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -1.9% | +1.0% | -2.9% | -2.5% |
| 30D | -11.0% | -1.1% | -10.0% | -10.6% |
| 3M | -39.3% | +11.5% | -50.8% | -45.4% |
| 6M | +19.8% | +0.2% | +19.7% | +16.9% |
| YTD | +31.1% | +7.2% | +23.9% | +20.0% |
| 1Y | +46.0% | 0.0% | +46.0% | +41.7% |
| 3Y | -27.5% | +65.9% | -93.4% | -62.0% |
| 5Y | +56.9% | +109.6% | -52.7% | -37.6% |
| All | +56.9% | +110.0% | -53.1% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling