+5,528.3%
CTAS vs NVS
+1,269.4%
+4,258.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.6% |
| 7D | -1.8% | +4.0% | -5.8% | -3.7% |
| 30D | -0.2% | +3.6% | -3.8% | -2.0% |
| 3M | +11.7% | +7.8% | +3.9% | +7.5% |
| 6M | +0.7% | -0.2% | +0.9% | +0.2% |
| YTD | +7.4% | +19.6% | -12.2% | -1.8% |
| 1Y | -2.1% | +28.4% | -30.5% | -13.6% |
| 3Y | +62.9% | +76.2% | -13.3% | +22.2% |
| 5Y | +111.9% | +111.1% | +0.8% | +44.3% |
| 10Y | +652.2% | +224.3% | +427.9% | +318.8% |
| All | +5,528.3% | +1,269.4% | +4,258.9% | +1,572.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling