+74.1%
CTAS vs NXT
+194.0%
-119.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -0.7% | +15.1% | -15.8% | -0.9% |
| 30D | +10.3% | +21.8% | -11.6% | +10.0% |
| 3M | +10.2% | +1.6% | +8.6% | +10.2% |
| 6M | +34.4% | -16.7% | +51.1% | +34.5% |
| YTD | +19.6% | +20.4% | -0.8% | +18.3% |
| 1Y | +21.8% | +0.2% | +21.5% | +21.1% |
| 3Y | +74.1% | +208.7% | -134.6% | +59.3% |
| All | +74.1% | +194.0% | -119.9% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 3y: compounded portfolio wealth divided by compounded NXT 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…
3y analysis · Full analysis span regression · 6 months rolling