+613,227.2%
NVDA vs CTAS
+2,234.9%
+610,992.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | +5.9% | -1.8% | +7.7% | +7.0% |
| 30D | +5.1% | -0.2% | +5.3% | +5.0% |
| 3M | +5.4% | +11.7% | -6.3% | -3.3% |
| 6M | +26.0% | +0.7% | +25.3% | +22.6% |
| YTD | +23.7% | +7.4% | +16.3% | +15.3% |
| 1Y | +34.4% | -2.1% | +36.5% | +31.9% |
| 3Y | +375.8% | +62.9% | +312.9% | +230.5% |
| 5Y | +911.8% | +111.9% | +799.9% | +517.1% |
| 10Y | +14,899.8% | +652.2% | +14,247.6% | +4,067.7% |
| All | +613,227.2% | +2,234.9% | +610,992.3% | +86,900.9% |
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 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