+109.6%
CTAS vs NSC
+44.1%
+65.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.4% |
| 7D | +1.0% | -2.0% | +3.0% | +1.9% |
| 30D | -1.1% | -3.2% | +2.1% | +0.2% |
| 3M | +11.5% | +3.9% | +7.6% | +9.5% |
| 6M | +0.2% | +7.8% | -7.6% | -3.4% |
| YTD | +7.2% | +13.4% | -6.2% | +1.0% |
| 1Y | 0.0% | +20.3% | -20.3% | -8.2% |
| 3Y | +65.9% | +76.1% | -10.2% | +24.2% |
| 5Y | +109.6% | +45.0% | +64.6% | +69.8% |
| All | +109.6% | +44.1% | +65.5% | +69.8% |
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