+462,968.8%
NVDA vs CTAS
+2,547.0%
+460,421.9%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.3% |
| 7D | -13.2% | -0.8% | -12.4% | -12.8% |
| 30D | -23.2% | +10.7% | -34.0% | -28.2% |
| 3M | -20.0% | +11.0% | -31.0% | -25.7% |
| 6M | -20.6% | +38.7% | -59.4% | -36.9% |
| YTD | -6.6% | +21.8% | -28.4% | -20.0% |
| 1Y | -9.8% | +23.6% | -33.4% | -23.7% |
| 3Y | +260.5% | +74.9% | +185.6% | +138.4% |
| 5Y | +474.2% | +119.5% | +354.7% | +239.8% |
| 10Y | +7,949.9% | +820.2% | +7,129.7% | +1,866.3% |
| All | +462,968.8% | +2,547.0% | +460,421.9% | +60,295.5% |
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