+5,990.1%
NKE vs CTAS
+23,079.4%
-17,089.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.9% |
| 7D | -2.3% | +1.0% | -3.3% | -2.7% |
| 30D | -10.4% | -1.1% | -9.3% | -10.0% |
| 3M | -15.5% | +11.5% | -27.0% | -18.7% |
| 6M | -32.6% | +0.2% | -32.8% | -32.9% |
| YTD | -39.8% | +7.2% | -47.0% | -41.5% |
| 1Y | -47.6% | 0.0% | -47.6% | -47.8% |
| 3Y | -59.0% | +65.9% | -124.9% | -66.1% |
| 5Y | -74.9% | +109.6% | -184.5% | -80.7% |
| 10Y | -21.9% | +683.8% | -705.7% | -61.0% |
| All | +5,990.1% | +23,079.4% | -17,089.3% | +969.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling