+65.0%
CTAS vs NSC
+75.0%
-10.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.3% |
| 7D | +1.0% | -2.0% | +3.0% | +1.7% |
| 30D | -1.1% | -3.2% | +2.1% | 0.0% |
| 3M | +11.5% | +3.9% | +7.6% | +9.9% |
| 6M | +0.2% | +7.8% | -7.6% | -2.8% |
| YTD | +7.2% | +13.4% | -6.2% | +2.0% |
| 1Y | 0.0% | +20.3% | -20.3% | -6.8% |
| All | +65.0% | +75.0% | -10.0% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling