+1,747.1%
NXPI vs CTAS
+3,612.7%
-1,865.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.5% |
| 7D | +1.9% | -1.8% | +3.7% | +3.2% |
| 30D | -1.4% | -0.2% | -1.2% | -1.5% |
| 3M | -29.1% | +11.7% | -40.7% | -36.1% |
| 6M | +6.2% | +0.7% | +5.5% | +2.5% |
| YTD | +5.9% | +7.4% | -1.5% | -2.9% |
| 1Y | +2.9% | -2.1% | +5.0% | +1.1% |
| 3Y | +14.5% | +62.9% | -48.4% | -26.7% |
| 5Y | +17.1% | +111.9% | -94.8% | -38.8% |
| 10Y | +193.4% | +652.2% | -458.8% | -48.8% |
| All | +1,747.1% | +3,612.7% | -1,865.6% | -37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling