+433,968.9%
NVDA vs CTAS
+2,541.1%
+431,427.7%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.8% |
| 7D | -12.7% | +2.0% | -14.7% | -13.8% |
| 30D | -26.4% | +8.7% | -35.1% | -30.4% |
| 3M | -27.6% | +13.3% | -40.9% | -33.6% |
| 6M | -27.7% | +39.4% | -67.1% | -42.7% |
| YTD | -12.5% | +21.5% | -34.0% | -24.9% |
| 1Y | -12.6% | +21.9% | -34.5% | -25.4% |
| 3Y | +235.9% | +73.6% | +162.3% | +123.2% |
| 5Y | +438.2% | +116.2% | +322.0% | +221.4% |
| 10Y | +7,445.8% | +818.2% | +6,627.6% | +1,745.7% |
| All | +433,968.9% | +2,541.1% | +431,427.7% | +56,589.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling