+23,209.6%
CTAS vs NYT
+754.7%
+22,454.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.3% |
| 7D | +1.0% | -1.6% | +2.6% | +1.4% |
| 30D | -1.1% | +2.8% | -3.8% | -1.8% |
| 3M | +11.5% | -9.2% | +20.7% | +13.9% |
| 6M | +0.2% | -17.1% | +17.3% | +4.4% |
| YTD | +7.2% | -3.2% | +10.4% | +7.2% |
| 1Y | 0.0% | +15.7% | -15.7% | -4.6% |
| 3Y | +65.9% | +55.7% | +10.2% | +44.6% |
| 5Y | +109.6% | +39.4% | +70.2% | +83.6% |
| 10Y | +683.8% | +485.6% | +198.2% | +363.0% |
| All | +23,209.6% | +754.7% | +22,454.9% | +11,760.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling