+2,490.2%
NVDL vs CTAS
+78.4%
+2,411.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -1.0% |
| 7D | -10.3% | +0.5% | -10.8% | -10.6% |
| 30D | -7.1% | -0.7% | -6.4% | -7.0% |
| 3M | +6.6% | +11.1% | -4.5% | -3.0% |
| 6M | +21.1% | +2.1% | +18.9% | +17.3% |
| YTD | +15.2% | +8.0% | +7.3% | +6.0% |
| 1Y | +18.8% | -0.5% | +19.3% | +16.6% |
| 3Y | +649.9% | +66.2% | +583.7% | +335.7% |
| All | +2,490.2% | +78.4% | +2,411.8% | +1,256.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling