+76.0%
CTAS vs NDAQ
+122.6%
-46.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | +1.2% | +0.8% | +0.3% | +0.8% |
| 30D | +12.8% | +16.5% | -3.8% | +6.5% |
| 3M | +10.3% | +13.5% | -3.2% | +5.0% |
| 6M | +32.0% | +20.9% | +11.1% | +22.4% |
| YTD | +19.1% | +11.4% | +7.7% | +13.6% |
| 1Y | +21.5% | +25.9% | -4.4% | +9.2% |
| 3Y | +76.0% | +119.9% | -43.8% | +19.6% |
| All | +76.0% | +122.6% | -46.6% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 3y: compounded portfolio wealth divided by compounded NDAQ 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…
3y analysis · Full analysis span regression · 6 months rolling