+41.5%
NU vs CTAS
+86.8%
-45.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.2% | -3.7% |
| 7D | -4.9% | +0.5% | -5.4% | -5.2% |
| 30D | +7.8% | -0.7% | +8.5% | +8.1% |
| 3M | +20.9% | +11.1% | +9.9% | +10.9% |
| 6M | +0.9% | +2.1% | -1.2% | -1.9% |
| YTD | -12.7% | +8.0% | -20.6% | -19.0% |
| 1Y | -6.4% | -0.5% | -5.9% | -7.9% |
| 3Y | +98.1% | +66.2% | +31.9% | +10.1% |
| All | +41.5% | +86.8% | -45.3% | -34.4% |
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