+116.0%
CTAS vs NSC
+31.3%
+84.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.3% |
| 7D | +2.0% | +2.5% | -0.5% | +0.9% |
| 30D | +8.7% | +1.7% | +7.0% | +7.8% |
| 3M | +13.3% | -2.6% | +15.8% | +14.3% |
| 6M | +39.4% | +6.4% | +33.0% | +35.1% |
| YTD | +21.5% | +15.5% | +6.0% | +13.4% |
| 1Y | +21.9% | +17.6% | +4.3% | +12.8% |
| 3Y | +73.6% | +75.0% | -1.3% | +30.2% |
| All | +116.0% | +31.3% | +84.8% | +81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling