+411.6%
CTAS vs NVT
+731.8%
-320.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.6% | -3.1% | +0.1% |
| 7D | +0.5% | +4.1% | -3.6% | -0.8% |
| 30D | -0.7% | -5.1% | +4.4% | +0.6% |
| 3M | +11.1% | -1.2% | +12.2% | +9.3% |
| 6M | +2.1% | +46.6% | -44.4% | -14.6% |
| YTD | +8.0% | +60.0% | -52.0% | -13.6% |
| 1Y | -0.5% | +70.8% | -71.3% | -23.3% |
| 3Y | +66.2% | +187.5% | -121.3% | -5.8% |
| 5Y | +109.2% | +426.1% | -317.0% | -15.6% |
| All | +411.6% | +731.8% | -320.1% | +51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling