+97.9%
CTAS vs NVTS
-17.0%
+114.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | -0.2% |
| 7D | +1.0% | +3.5% | -2.5% | +0.9% |
| 30D | -1.1% | -11.9% | +10.9% | -0.9% |
| 3M | +11.5% | -49.2% | +60.7% | +12.9% |
| 6M | +0.2% | +38.4% | -38.3% | -2.1% |
| YTD | +7.2% | +62.5% | -55.3% | +3.8% |
| 1Y | 0.0% | +101.4% | -101.4% | -4.7% |
| 3Y | +65.9% | +40.4% | +25.5% | +58.6% |
| All | +97.9% | -17.0% | +114.9% | +86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling