+106.0%
CTAS vs NVT
+399.9%
-293.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.5% |
| 7D | -1.3% | +2.0% | -3.3% | -1.6% |
| 30D | -3.1% | -7.2% | +4.1% | -2.1% |
| 3M | +10.3% | -0.9% | +11.2% | +9.3% |
| 6M | +1.6% | +42.6% | -40.9% | -8.3% |
| YTD | +6.3% | +52.9% | -46.6% | -6.3% |
| 1Y | -0.5% | +64.5% | -64.9% | -14.7% |
| 3Y | +64.6% | +178.0% | -113.4% | +11.0% |
| 5Y | +106.0% | +402.8% | -296.8% | +2.4% |
| All | +106.0% | +399.9% | -293.9% | +2.4% |
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 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