+409.0%
CTAS vs NVT
+699.2%
-290.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -1.1% |
| 7D | -1.8% | +5.1% | -6.9% | -3.4% |
| 30D | -0.2% | -3.7% | +3.5% | +0.6% |
| 3M | +11.7% | -10.1% | +21.8% | +13.4% |
| 6M | +0.7% | +37.5% | -36.7% | -14.0% |
| YTD | +7.4% | +53.7% | -46.3% | -12.8% |
| 1Y | -2.1% | +70.9% | -73.0% | -24.8% |
| 3Y | +62.9% | +180.4% | -117.5% | -7.1% |
| 5Y | +111.9% | +393.5% | -281.6% | -12.2% |
| All | +409.0% | +699.2% | -290.2% | +52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling