+33.3%
NXPI vs CTAS
+23.8%
+9.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +9.4% | +0.5% | +8.9% | +9.4% |
| 30D | +18.1% | +10.2% | +7.9% | +19.7% |
| 3M | +15.0% | +12.1% | +2.9% | +17.1% |
| 6M | -8.4% | +38.3% | -46.7% | -6.5% |
| YTD | +24.8% | +21.9% | +2.9% | +31.2% |
| 1Y | +33.3% | +24.0% | +9.3% | +39.5% |
| All | +33.3% | +23.8% | +9.5% | +39.5% |
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