+66.2%
CTAS vs NVMI
+207.9%
-141.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | 0.0% | +1.5% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | -0.7% | -8.4% | +7.7% | -0.4% |
| 3M | +11.1% | -33.6% | +44.6% | +13.0% |
| 6M | +2.1% | -14.7% | +16.8% | +1.4% |
| YTD | +8.0% | +13.2% | -5.3% | +4.1% |
| 1Y | -0.5% | +29.0% | -29.5% | -5.7% |
| 3Y | +66.2% | +215.0% | -148.8% | +29.4% |
| All | +66.2% | +207.9% | -141.7% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling