+109.6%
CTAS vs NWSA
+40.1%
+69.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.1% |
| 7D | +1.0% | -3.1% | +4.1% | +2.1% |
| 30D | -1.1% | +4.3% | -5.3% | -2.5% |
| 3M | +11.5% | +9.2% | +2.3% | +8.0% |
| 6M | +0.2% | +21.6% | -21.4% | -6.7% |
| YTD | +7.2% | +14.2% | -7.0% | +1.7% |
| 1Y | 0.0% | +1.8% | -1.8% | -1.4% |
| 3Y | +65.9% | +44.4% | +21.5% | +43.4% |
| 5Y | +109.6% | +41.0% | +68.6% | +75.9% |
| All | +109.6% | +40.1% | +69.5% | +75.9% |
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