+2,094.7%
NXPI vs CTAS
+4,108.9%
-2,014.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.2% | +2.4% |
| 7D | +1.7% | -0.8% | +2.5% | +2.3% |
| 30D | +19.7% | +10.7% | +8.9% | +10.9% |
| 3M | +14.5% | +11.0% | +3.5% | +5.4% |
| 6M | -11.2% | +38.7% | -50.0% | -32.6% |
| YTD | +25.8% | +21.8% | +4.0% | +4.7% |
| 1Y | +35.2% | +23.6% | +11.6% | +11.1% |
| 3Y | +52.3% | +74.9% | -22.7% | -7.3% |
| 5Y | +34.8% | +119.5% | -84.6% | -31.3% |
| 10Y | +214.4% | +820.2% | -605.8% | -53.2% |
| All | +2,094.7% | +4,108.9% | -2,014.2% | -32.6% |
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