+25.6%
CTAS vs NSC
+24.4%
+1.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.4% | +2.1% |
| 7D | +7.6% | +1.8% | +5.8% | +7.0% |
| 30D | +17.2% | +8.8% | +8.4% | +14.1% |
| 3M | +12.8% | +1.2% | +11.5% | +12.4% |
| 6M | +38.0% | +11.3% | +26.6% | +32.3% |
| YTD | +22.7% | +20.7% | +2.0% | +13.9% |
| 1Y | +25.6% | +23.4% | +2.3% | +15.4% |
| All | +25.6% | +24.4% | +1.3% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1y: compounded portfolio wealth divided by compounded NSC 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…
1y analysis · Full analysis span regression · 6 months rolling