+34.4%
NVDA vs CTAS
-1.7%
+36.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | +5.9% | -1.8% | +7.7% | +5.5% |
| 30D | +5.1% | -0.2% | +5.3% | +5.0% |
| 3M | +5.4% | +11.7% | -6.3% | +6.0% |
| 6M | +26.0% | +0.7% | +25.3% | +24.0% |
| YTD | +23.7% | +7.4% | +16.3% | +24.0% |
| 1Y | +34.4% | -2.1% | +36.5% | +41.9% |
| All | +34.4% | -1.7% | +36.1% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling