+109.6%
CTAS vs NI
+95.2%
+14.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +1.0% | +1.3% | -0.3% | +0.4% |
| 30D | -1.1% | -0.3% | -0.8% | -1.0% |
| 3M | +11.5% | -9.5% | +21.0% | +16.3% |
| 6M | +0.2% | -10.2% | +10.4% | +4.7% |
| YTD | +7.2% | +1.8% | +5.4% | +5.6% |
| 1Y | 0.0% | +5.7% | -5.7% | -3.4% |
| 3Y | +65.9% | +69.6% | -3.7% | +28.6% |
| 5Y | +109.6% | +95.8% | +13.8% | +51.7% |
| All | +109.6% | +95.2% | +14.4% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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