-0.5%
CTAS vs NTR
+39.1%
-39.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +0.5% | -1.3% | +1.8% | +0.6% |
| 30D | -0.7% | +16.8% | -17.5% | -1.5% |
| 3M | +11.1% | +20.7% | -9.7% | +10.0% |
| 6M | +2.1% | +0.5% | +1.6% | +2.0% |
| YTD | +8.0% | +29.2% | -21.2% | +6.3% |
| 1Y | -0.5% | +39.6% | -40.1% | -2.3% |
| All | -0.5% | +39.1% | -39.6% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling