+18.8%
NVDL vs CTAS
+1.1%
+17.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | +0.4% |
| 7D | -10.3% | +0.5% | -10.8% | -10.2% |
| 30D | -7.1% | -0.7% | -6.4% | -7.3% |
| 3M | +6.6% | +11.1% | -4.5% | +8.6% |
| 6M | +21.1% | +2.1% | +18.9% | +18.4% |
| YTD | +15.2% | +8.0% | +7.3% | +16.7% |
| 1Y | +18.8% | -0.5% | +19.3% | +28.4% |
| All | +18.8% | +1.1% | +17.7% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling