+23,259.8%
CTAS vs NUE
+14,617.8%
+8,642.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -1.8% | +4.2% | -6.0% | -3.0% |
| 30D | -0.2% | -5.0% | +4.8% | +1.0% |
| 3M | +11.7% | -0.2% | +11.9% | +11.1% |
| 6M | +0.7% | +49.1% | -48.4% | -10.7% |
| YTD | +7.4% | +61.0% | -53.6% | -6.9% |
| 1Y | -2.1% | +82.5% | -84.6% | -18.4% |
| 3Y | +62.9% | +57.9% | +5.0% | +37.3% |
| 5Y | +111.9% | +146.6% | -34.7% | +51.0% |
| 10Y | +652.2% | +561.6% | +90.6% | +288.4% |
| All | +23,259.8% | +14,617.8% | +8,642.0% | +4,788.3% |
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