+119.5%
CTAS vs NWSA
+18.7%
+100.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | -0.8% | -12.2% | +11.4% | +3.4% |
| 30D | +10.7% | -8.7% | +19.4% | +13.8% |
| 3M | +11.0% | -6.0% | +17.0% | +12.8% |
| 6M | +38.7% | -0.3% | +39.1% | +37.9% |
| YTD | +21.8% | +3.5% | +18.3% | +19.0% |
| 1Y | +23.6% | +0.8% | +22.8% | +21.8% |
| 3Y | +74.9% | +31.1% | +43.8% | +55.5% |
| 5Y | +119.5% | +18.8% | +100.7% | +99.1% |
| All | +119.5% | +18.7% | +100.8% | +99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling