-15.2%
NU vs CTAS
+23.6%
-38.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.3% | +12.1% | +11.8% |
| 7D | +9.9% | +2.0% | +7.9% | +9.7% |
| 30D | -11.5% | +8.7% | -20.1% | -12.1% |
| 3M | -5.1% | +13.3% | -18.4% | -6.3% |
| 6M | +3.1% | +39.4% | -36.3% | -2.8% |
| YTD | -21.0% | +21.5% | -42.5% | -24.2% |
| 1Y | -15.2% | +21.9% | -37.1% | -18.7% |
| All | -15.2% | +23.6% | -38.8% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling