+1.0%
NVDA vs CTAS
+25.6%
-24.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.4% | -5.5% | -2.6% |
| 7D | -7.1% | +7.6% | -14.7% | -5.6% |
| 30D | -16.2% | +17.2% | -33.4% | -13.4% |
| 3M | -5.5% | +12.8% | -18.2% | -3.0% |
| 6M | +1.1% | +38.0% | -36.9% | +4.7% |
| YTD | +7.6% | +22.7% | -15.1% | +11.6% |
| 1Y | +1.0% | +25.6% | -24.7% | +6.7% |
| All | +1.0% | +25.6% | -24.7% | +6.7% |
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