+123.8%
CTAS vs NVTS
-36.0%
+159.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.4% | +5.8% | -0.4% |
| 7D | +1.7% | +3.9% | -2.2% | +1.7% |
| 30D | +8.4% | -4.3% | +12.8% | +8.4% |
| 3M | +13.0% | -34.5% | +47.5% | +13.7% |
| 6M | +39.1% | -57.7% | +96.8% | +40.6% |
| YTD | +21.2% | +25.4% | -4.1% | +17.8% |
| 1Y | +21.6% | +13.1% | +8.5% | +18.4% |
| 3Y | +73.2% | +48.9% | +24.3% | +61.7% |
| 5Y | +115.7% | -51.8% | +167.5% | +103.1% |
| All | +123.8% | -36.0% | +159.8% | +111.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling