+683.1%
CTAS vs NUE
+599.8%
+83.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | 0.0% | +1.1% |
| 7D | +0.5% | -0.6% | +1.1% | +0.7% |
| 30D | -0.7% | -4.6% | +3.8% | +0.5% |
| 3M | +11.1% | -0.3% | +11.4% | +10.5% |
| 6M | +2.1% | +51.9% | -49.8% | -11.6% |
| YTD | +8.0% | +60.0% | -52.0% | -8.4% |
| 1Y | -0.5% | +82.9% | -83.4% | -19.5% |
| 3Y | +66.2% | +66.0% | +0.2% | +33.7% |
| 5Y | +109.2% | +149.0% | -39.8% | +35.5% |
| All | +683.1% | +599.8% | +83.3% | +181.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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