+26,323.0%
CTAS vs NUE
+14,124.9%
+12,198.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.1% | +0.6% |
| 7D | +2.0% | +2.8% | -0.8% | +1.2% |
| 30D | +8.7% | -2.1% | +10.8% | +9.0% |
| 3M | +13.3% | -7.3% | +20.6% | +14.9% |
| 6M | +39.4% | +8.9% | +30.5% | +34.6% |
| YTD | +21.5% | +55.6% | -34.1% | +5.8% |
| 1Y | +21.9% | +74.7% | -52.8% | +2.7% |
| 3Y | +73.6% | +71.7% | +2.0% | +42.4% |
| 5Y | +116.2% | +141.2% | -25.0% | +55.0% |
| 10Y | +818.2% | +429.6% | +388.6% | +401.7% |
| All | +26,323.0% | +14,124.9% | +12,198.1% | +5,455.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling