+65.0%
CTAS vs NVD
-99.1%
+164.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.2% |
| 7D | +1.0% | +0.5% | +0.5% | +1.0% |
| 30D | -1.1% | -9.3% | +8.2% | -1.3% |
| 3M | +11.5% | -22.1% | +33.6% | +10.9% |
| 6M | +0.2% | -45.8% | +46.0% | -1.5% |
| YTD | +7.2% | -46.7% | +53.9% | +5.5% |
| 1Y | 0.0% | -59.5% | +59.5% | -2.5% |
| All | +65.0% | -99.1% | +164.2% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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