+651.2%
NVDL vs CTAS
+64.7%
+586.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.8% | -3.9% | -4.3% |
| 7D | -8.7% | -1.3% | -7.4% | -8.1% |
| 30D | -1.3% | -3.1% | +1.8% | -0.1% |
| 3M | +11.4% | +10.3% | +1.1% | +2.9% |
| 6M | +22.9% | +1.6% | +21.3% | +20.0% |
| YTD | +15.4% | +6.3% | +9.1% | +8.3% |
| 1Y | +18.8% | -0.5% | +19.2% | +16.9% |
| All | +651.2% | +64.7% | +586.5% | +381.7% |
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