+2,802.0%
CTAS vs NVMI
+1,995.1%
+807.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | 0.0% | +11.7% | -11.7% | -1.0% |
| 30D | -1.0% | -4.0% | +3.0% | -0.8% |
| 3M | +15.8% | -25.8% | +41.5% | +17.9% |
| 6M | -1.0% | -8.3% | +7.3% | -1.5% |
| YTD | +7.4% | +14.8% | -7.4% | +4.4% |
| 1Y | -0.1% | +37.9% | -38.0% | -4.9% |
| 3Y | +66.3% | +216.3% | -150.0% | +43.7% |
| 5Y | +111.0% | +277.2% | -166.2% | +77.9% |
| 10Y | +662.9% | +3,074.3% | -2,411.4% | +448.7% |
| All | +2,802.0% | +1,995.1% | +807.0% | +1,581.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling