+25.6%
CTAS vs NVMI
-11.6%
+37.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +2.2% |
| 7D | +7.6% | -11.8% | +19.4% | +6.6% |
| 30D | +17.2% | -24.8% | +42.0% | +14.8% |
| 3M | +12.8% | -28.6% | +41.3% | +10.2% |
| 6M | +38.0% | -40.0% | +78.0% | +33.2% |
| YTD | +22.7% | -10.1% | +32.8% | +17.7% |
| 1Y | +25.6% | -9.8% | +35.4% | +20.5% |
| All | +25.6% | -11.6% | +37.2% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 1y: compounded portfolio wealth divided by compounded NVMI 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…
1y analysis · Full analysis span regression · 6 months rolling