+25.6%
CTAS vs NVTS
-9.1%
+34.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.0% | -6.6% | +2.7% |
| 7D | +7.6% | -0.3% | +7.9% | +7.7% |
| 30D | +17.2% | -24.4% | +41.6% | +16.4% |
| 3M | +12.8% | -26.5% | +39.2% | +12.0% |
| 6M | +38.0% | -41.4% | +79.4% | +36.7% |
| YTD | +22.7% | +30.7% | -8.0% | +22.7% |
| 1Y | +25.6% | -10.8% | +36.5% | +25.1% |
| All | +25.6% | -9.1% | +34.7% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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