+64.6%
CTAS vs NVDX
+772.1%
-707.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.9% | +1.6% |
| 7D | +0.5% | -10.2% | +10.7% | +0.8% |
| 30D | -0.7% | -7.3% | +6.6% | -0.6% |
| 3M | +11.1% | +5.5% | +5.5% | +10.6% |
| 6M | +2.1% | +18.3% | -16.2% | +0.9% |
| YTD | +8.0% | +11.4% | -3.5% | +6.6% |
| 1Y | -0.5% | +12.7% | -13.2% | -2.1% |
| All | +64.6% | +772.1% | -707.5% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 10y: compounded portfolio wealth divided by compounded NVDX 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…
10y analysis · Full analysis span regression · 6 months rolling