+116.0%
CTAS vs NVT
+226.5%
-110.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +2.0% | +8.0% | -6.0% | +1.0% |
| 30D | +8.7% | -24.8% | +33.5% | +12.2% |
| 3M | +13.3% | -32.4% | +45.7% | +18.4% |
| 6M | +39.4% | -33.5% | +72.9% | +45.1% |
| YTD | +21.5% | +13.2% | +8.3% | +10.6% |
| 1Y | +21.9% | +9.0% | +12.9% | +11.8% |
| 3Y | +73.6% | +129.4% | -55.7% | +15.1% |
| All | +116.0% | +226.5% | -110.5% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling