+69.5%
CTAS vs NVD
-99.2%
+168.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.3% |
| 7D | -1.8% | -11.1% | +9.3% | -2.1% |
| 30D | -0.2% | -13.3% | +13.0% | -0.5% |
| 3M | +11.7% | -19.8% | +31.5% | +11.3% |
| 6M | +0.7% | -48.8% | +49.5% | -1.2% |
| YTD | +7.4% | -49.7% | +57.1% | +5.5% |
| 1Y | -2.1% | -61.4% | +59.3% | -4.7% |
| 3Y | +62.9% | -99.1% | +162.1% | +28.5% |
| All | +69.5% | -99.2% | +168.7% | +32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling