+25.6%
CTAS vs NVT
+3.0%
+22.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -12.7% | +15.1% | +0.7% |
| 7D | +7.6% | -19.5% | +27.1% | +4.9% |
| 30D | +17.2% | -32.4% | +49.6% | +12.2% |
| 3M | +12.8% | -30.3% | +43.1% | +8.4% |
| 6M | +38.0% | -30.4% | +68.4% | +33.7% |
| YTD | +22.7% | +11.3% | +11.4% | +19.6% |
| 1Y | +25.6% | +3.6% | +22.1% | +22.4% |
| All | +25.6% | +3.0% | +22.7% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 1y: compounded portfolio wealth divided by compounded NVT 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…
1y analysis · Full analysis span regression · 6 months rolling