-24.0%
NKE vs CTAS
+687.6%
-711.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.1% | -0.3% |
| 7D | -4.2% | +0.5% | -4.7% | -4.4% |
| 30D | -8.2% | -0.7% | -7.5% | -7.8% |
| 3M | -19.1% | +11.1% | -30.2% | -23.7% |
| 6M | -32.6% | +2.1% | -34.8% | -33.8% |
| YTD | -40.7% | +8.0% | -48.7% | -43.5% |
| 1Y | -48.9% | -0.5% | -48.4% | -49.1% |
| 3Y | -59.2% | +66.2% | -125.4% | -70.5% |
| 5Y | -75.3% | +109.2% | -184.5% | -84.3% |
| All | -24.0% | +687.6% | -711.6% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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