+66.3%
CTAS vs NVTS
+45.8%
+20.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | 0.0% | +9.7% | -9.7% | -0.1% |
| 30D | -1.0% | -13.6% | +12.6% | -1.0% |
| 3M | +15.8% | -51.0% | +66.7% | +16.2% |
| 6M | -1.0% | +46.3% | -47.3% | -1.9% |
| YTD | +7.4% | +68.1% | -60.6% | +6.2% |
| 1Y | -0.1% | +113.9% | -114.0% | -2.0% |
| 3Y | +66.3% | +45.3% | +21.0% | +83.1% |
| All | +66.3% | +45.8% | +20.5% | +83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling