+2,672.5%
NVDL vs CTAS
+77.5%
+2,595.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +7.3% | 0.0% | +7.3% | +7.3% |
| 30D | -0.7% | -1.0% | +0.3% | -0.5% |
| 3M | +9.5% | +15.8% | -6.3% | -3.6% |
| 6M | +41.6% | -1.0% | +42.6% | +40.4% |
| YTD | +23.3% | +7.4% | +15.9% | +13.8% |
| 1Y | +40.3% | -0.1% | +40.4% | +36.9% |
| 3Y | +692.2% | +66.3% | +625.9% | +358.6% |
| All | +2,672.5% | +77.5% | +2,595.0% | +1,356.2% |
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