+50.0%
NXPI vs CTAS
+73.4%
-23.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +2.9% | +3.2% |
| 7D | -0.3% | -0.7% | +0.4% | -0.1% |
| 30D | +12.7% | +10.3% | +2.5% | +8.8% |
| 3M | +7.5% | +10.2% | -2.7% | +3.6% |
| 6M | -12.3% | +34.4% | -46.7% | -23.7% |
| YTD | +19.7% | +19.6% | +0.1% | +10.6% |
| 1Y | +27.6% | +21.8% | +5.8% | +16.4% |
| 3Y | +50.0% | +74.1% | -24.2% | +6.2% |
| All | +50.0% | +73.4% | -23.4% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling