+683.1%
CTAS vs NSC
+332.1%
+351.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.5% | +2.0% |
| 7D | +0.5% | -2.8% | +3.3% | +2.0% |
| 30D | -0.7% | -4.5% | +3.8% | +1.6% |
| 3M | +11.1% | +3.5% | +7.5% | +8.8% |
| 6M | +2.1% | +8.5% | -6.4% | -2.8% |
| YTD | +8.0% | +12.3% | -4.4% | +0.7% |
| 1Y | -0.5% | +18.9% | -19.4% | -10.0% |
| 3Y | +66.2% | +74.1% | -7.9% | +17.8% |
| 5Y | +109.2% | +43.9% | +65.3% | +61.8% |
| All | +683.1% | +332.1% | +351.1% | +254.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling