+38.3%
CTAS vs NVTS
-56.0%
+94.3%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.1% | +5.2% | -0.3% |
| 7D | +0.5% | +21.6% | -21.1% | +2.1% |
| 30D | +10.2% | -8.5% | +18.8% | +10.1% |
| 3M | +12.1% | -31.4% | +43.5% | +9.7% |
| 6M | +38.3% | -50.3% | +88.6% | +35.5% |
| All | +38.3% | -56.0% | +94.3% | +35.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling