+683.1%
CTAS vs NVS
+179.5%
+503.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.8% | +1.6% |
| 7D | +0.5% | -14.3% | +14.8% | +7.0% |
| 30D | -0.7% | -10.0% | +9.2% | +3.0% |
| 3M | +11.1% | -10.9% | +22.0% | +15.6% |
| 6M | +2.1% | -12.0% | +14.1% | +6.8% |
| YTD | +8.0% | +2.5% | +5.4% | +4.4% |
| 1Y | -0.5% | +10.7% | -11.2% | -7.6% |
| 3Y | +66.2% | +53.3% | +12.9% | +27.3% |
| 5Y | +109.2% | +93.6% | +15.6% | +37.2% |
| All | +683.1% | +179.5% | +503.6% | +379.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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