-75.5%
NKE vs CTAS
+107.0%
-182.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.5% |
| 7D | -5.5% | -1.3% | -4.2% | -4.8% |
| 30D | -10.4% | -3.1% | -7.4% | -8.8% |
| 3M | -15.8% | +10.3% | -26.1% | -20.6% |
| 6M | -33.4% | +1.6% | -35.1% | -34.4% |
| YTD | -41.0% | +6.3% | -47.3% | -43.5% |
| 1Y | -49.1% | -0.5% | -48.6% | -49.3% |
| 3Y | -59.8% | +64.6% | -124.4% | -73.8% |
| 5Y | -75.5% | +106.0% | -181.5% | -87.0% |
| All | -75.5% | +107.0% | -182.5% | -87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling