+209.9%
ON vs CTAS
+2,701.9%
-2,492.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | +2.4% | -1.8% | +4.3% | +3.7% |
| 30D | -3.3% | -0.2% | -3.1% | -3.4% |
| 3M | -43.6% | +11.7% | -55.3% | -49.1% |
| 6M | +19.0% | +0.7% | +18.2% | +14.3% |
| YTD | +37.4% | +7.4% | +30.0% | +25.9% |
| 1Y | +54.8% | -2.1% | +56.9% | +50.9% |
| 3Y | -25.2% | +62.9% | -88.1% | -50.4% |
| 5Y | +62.7% | +111.9% | -49.2% | -8.0% |
| 10Y | +574.3% | +652.2% | -77.8% | +72.6% |
| All | +209.9% | +2,701.9% | -2,492.0% | -67.3% |
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