+24.0%
CTAS vs NWSA
-0.9%
+24.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.7% |
| 7D | +0.5% | -0.8% | +1.3% | +0.7% |
| 30D | +10.2% | -11.3% | +21.6% | +13.7% |
| 3M | +12.1% | -8.1% | +20.2% | +14.2% |
| 6M | +38.3% | -0.7% | +39.0% | +37.4% |
| YTD | +21.9% | +1.3% | +20.6% | +19.7% |
| 1Y | +24.0% | -1.3% | +25.3% | +23.3% |
| All | +24.0% | -0.9% | +24.9% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling