+163.8%
ON vs CTAS
+3,007.8%
-2,844.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.7% |
| 7D | -11.7% | +1.2% | -12.8% | -12.4% |
| 30D | -23.3% | +12.8% | -36.0% | -29.8% |
| 3M | -19.2% | +10.3% | -29.5% | -25.2% |
| 6M | -40.1% | +32.0% | -72.1% | -52.6% |
| YTD | +16.9% | +19.1% | -2.2% | -1.0% |
| 1Y | +29.7% | +21.5% | +8.3% | +8.2% |
| 3Y | -4.4% | +76.0% | -80.5% | -40.2% |
| 5Y | +7.1% | +110.9% | -103.8% | -39.7% |
| 10Y | +447.2% | +849.8% | -402.6% | +19.6% |
| All | +163.8% | +3,007.8% | -2,844.0% | -74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling