+396.3%
NVDA vs CTAS
+65.1%
+331.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +3.8% | 0.0% | +3.9% | +3.8% |
| 30D | +0.8% | -1.0% | +1.8% | +0.9% |
| 3M | +8.2% | +15.8% | -7.6% | +2.3% |
| 6M | +27.1% | -1.0% | +28.1% | +27.3% |
| YTD | +21.2% | +7.4% | +13.8% | +17.3% |
| 1Y | +34.3% | -0.1% | +34.4% | +34.0% |
| 3Y | +396.3% | +66.3% | +330.0% | +269.7% |
| All | +396.3% | +65.1% | +331.2% | +269.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling