+211.4%
NXPI vs CTAS
+665.9%
-454.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -2.3% | +1.0% | -3.3% | -2.9% |
| 30D | -4.3% | -1.1% | -3.3% | -3.8% |
| 3M | -24.7% | +11.5% | -36.2% | -31.1% |
| 6M | +9.7% | +0.2% | +9.6% | +7.1% |
| YTD | +3.8% | +7.2% | -3.4% | -3.6% |
| 1Y | +1.6% | 0.0% | +1.6% | -1.2% |
| 3Y | +16.0% | +65.9% | -49.9% | -22.9% |
| 5Y | +16.1% | +109.6% | -93.5% | -34.0% |
| 10Y | +211.4% | +683.8% | -472.4% | +25.4% |
| All | +211.4% | +665.9% | -454.5% | +25.4% |
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