+459.4%
CTAS vs NTR
+97.9%
+361.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +0.5% | -1.3% | +1.8% | +0.9% |
| 30D | -0.7% | +16.8% | -17.5% | -5.2% |
| 3M | +11.1% | +20.7% | -9.7% | +4.8% |
| 6M | +2.1% | +0.5% | +1.6% | +1.0% |
| YTD | +8.0% | +29.2% | -21.2% | -1.5% |
| 1Y | -0.5% | +39.6% | -40.1% | -11.8% |
| 3Y | +66.2% | +37.9% | +28.3% | +44.5% |
| 5Y | +109.2% | +47.1% | +62.1% | +56.4% |
| All | +459.4% | +97.9% | +361.5% | +206.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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