-0.5%
CTAS vs NVTS
+105.1%
-105.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.3% | -2.8% | +1.7% |
| 7D | +0.5% | -1.4% | +2.0% | +0.5% |
| 30D | -0.7% | -16.5% | +15.8% | -1.2% |
| 3M | +11.1% | -47.6% | +58.7% | +10.2% |
| 6M | +2.1% | +7.3% | -5.2% | +1.8% |
| YTD | +8.0% | +62.9% | -54.9% | +8.8% |
| 1Y | -0.5% | +91.3% | -91.8% | 0.0% |
| All | -0.5% | +105.1% | -105.6% | 0.0% |
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