+109.6%
CTAS vs NVS
+89.9%
+19.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | +1.0% | -15.4% | +16.4% | +5.7% |
| 30D | -1.1% | -12.3% | +11.3% | +2.2% |
| 3M | +11.5% | -7.8% | +19.3% | +13.2% |
| 6M | +0.2% | -13.0% | +13.1% | +3.5% |
| YTD | +7.2% | +2.8% | +4.4% | +4.7% |
| 1Y | 0.0% | +10.6% | -10.6% | -4.9% |
| 3Y | +65.9% | +55.1% | +10.8% | +36.8% |
| 5Y | +109.6% | +91.7% | +17.9% | +56.5% |
| All | +109.6% | +89.9% | +19.6% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling