+683.1%
CTAS vs NYT
+489.9%
+193.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.1% | +1.4% |
| 7D | +0.5% | -0.6% | +1.1% | +0.7% |
| 30D | -0.7% | +4.6% | -5.3% | -2.0% |
| 3M | +11.1% | -9.6% | +20.7% | +13.8% |
| 6M | +2.1% | -14.0% | +16.1% | +5.8% |
| YTD | +8.0% | -2.8% | +10.8% | +7.8% |
| 1Y | -0.5% | +15.6% | -16.1% | -5.6% |
| 3Y | +66.2% | +56.3% | +9.9% | +41.6% |
| 5Y | +109.2% | +39.5% | +69.7% | +79.6% |
| All | +683.1% | +489.9% | +193.2% | +377.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 10y: compounded portfolio wealth divided by compounded NYT 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…
10y analysis · Full analysis span regression · 6 months rolling