+14,551.4%
NVDA vs CTAS
+675.6%
+13,875.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.7% |
| 7D | -4.3% | -1.3% | -3.0% | -3.4% |
| 30D | +0.5% | -3.1% | +3.6% | +2.4% |
| 3M | +9.1% | +10.3% | -1.2% | -0.1% |
| 6M | +18.5% | +1.6% | +16.8% | +14.2% |
| YTD | +17.4% | +6.3% | +11.0% | +9.0% |
| 1Y | +23.4% | -0.5% | +23.9% | +19.5% |
| 3Y | +380.6% | +64.6% | +316.0% | +201.9% |
| 5Y | +875.7% | +106.0% | +769.7% | +431.3% |
| All | +14,551.4% | +675.6% | +13,875.7% | +3,063.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling