+45.4%
NU vs CTAS
+84.0%
-38.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.6% |
| 7D | -4.2% | -1.3% | -2.9% | -3.4% |
| 30D | +10.0% | -3.1% | +13.1% | +12.1% |
| 3M | +29.3% | +10.3% | +19.0% | +19.1% |
| 6M | +0.9% | +1.6% | -0.7% | -1.7% |
| YTD | -10.3% | +6.3% | -16.6% | -15.9% |
| 1Y | -3.2% | -0.5% | -2.7% | -4.9% |
| 3Y | +120.6% | +64.6% | +56.0% | +23.1% |
| All | +45.4% | +84.0% | -38.6% | -31.9% |
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