+23,379.8%
CTAS vs NTRS
+7,800.3%
+15,579.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.5% | +1.1% |
| 7D | +0.5% | +1.4% | -0.9% | 0.0% |
| 30D | -0.7% | -0.7% | -0.1% | -0.5% |
| 3M | +11.1% | +11.3% | -0.2% | +6.1% |
| 6M | +2.1% | +35.5% | -33.4% | -10.1% |
| YTD | +8.0% | +40.6% | -32.6% | -6.8% |
| 1Y | -0.5% | +49.2% | -49.7% | -16.3% |
| 3Y | +66.2% | +167.2% | -101.0% | +7.9% |
| 5Y | +109.2% | +94.9% | +14.2% | +49.8% |
| 10Y | +689.5% | +259.5% | +430.0% | +331.5% |
| All | +23,379.8% | +7,800.3% | +15,579.4% | +4,233.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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