+107.7%
CTAS vs NUE
+146.6%
-38.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | 0.0% | +1.2% |
| 7D | +0.5% | -0.6% | +1.1% | +0.6% |
| 30D | -0.7% | -4.6% | +3.8% | +0.1% |
| 3M | +11.1% | -0.3% | +11.4% | +10.7% |
| 6M | +2.1% | +51.9% | -49.8% | -7.2% |
| YTD | +8.0% | +60.0% | -52.0% | -3.1% |
| 1Y | -0.5% | +82.9% | -83.4% | -13.5% |
| 3Y | +66.2% | +66.0% | +0.2% | +43.8% |
| All | +107.7% | +146.6% | -38.8% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling