+63.7%
CTAS vs NTR
+37.3%
+26.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.6% |
| 7D | -1.3% | -2.5% | +1.2% | -1.1% |
| 30D | -3.1% | +17.0% | -20.1% | -4.7% |
| 3M | +10.3% | +22.2% | -11.9% | +7.9% |
| 6M | +1.6% | +5.2% | -3.5% | +0.8% |
| YTD | +6.3% | +29.7% | -23.3% | +2.7% |
| 1Y | -0.5% | +39.4% | -39.9% | -4.9% |
| All | +63.7% | +37.3% | +26.4% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling