+116.0%
CTAS vs NVTS
-54.3%
+170.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.0% | -0.2% |
| 7D | +2.0% | +3.9% | -2.0% | +1.9% |
| 30D | +8.7% | -4.3% | +13.0% | +8.7% |
| 3M | +13.3% | -34.5% | +47.8% | +14.0% |
| 6M | +39.4% | -57.7% | +97.1% | +41.0% |
| YTD | +21.5% | +25.4% | -3.9% | +18.1% |
| 1Y | +21.9% | +13.1% | +8.7% | +18.7% |
| 3Y | +73.6% | +48.9% | +24.7% | +62.1% |
| All | +116.0% | -54.3% | +170.3% | +103.8% |
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