+23,259.8%
CTAS vs NSC
+5,745.4%
+17,514.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -1.8% | -5.5% | +3.7% | +0.4% |
| 30D | -0.2% | -3.2% | +3.0% | +1.0% |
| 3M | +11.7% | +7.7% | +4.0% | +8.4% |
| 6M | +0.7% | +4.5% | -3.8% | -1.4% |
| YTD | +7.4% | +15.6% | -8.2% | +1.0% |
| 1Y | -2.1% | +19.8% | -21.9% | -9.3% |
| 3Y | +62.9% | +70.1% | -7.2% | +29.1% |
| 5Y | +111.9% | +46.1% | +65.8% | +76.6% |
| 10Y | +652.2% | +328.1% | +324.1% | +316.6% |
| All | +23,259.8% | +5,745.4% | +17,514.4% | +4,910.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling