+450.9%
CTAS vs NTR
+98.7%
+352.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.1% |
| 7D | -1.3% | -2.5% | +1.2% | -0.6% |
| 30D | -3.1% | +17.0% | -20.1% | -7.5% |
| 3M | +10.3% | +22.2% | -11.9% | +3.7% |
| 6M | +1.6% | +5.2% | -3.5% | -0.9% |
| YTD | +6.3% | +29.7% | -23.3% | -3.1% |
| 1Y | -0.5% | +39.4% | -39.9% | -11.8% |
| 3Y | +64.6% | +38.2% | +26.4% | +43.0% |
| 5Y | +106.0% | +47.6% | +58.4% | +53.9% |
| All | +450.9% | +98.7% | +352.2% | +201.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling