-16.7%
NVO vs CTAS
+1.1%
-17.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.7% | -2.6% |
| 7D | -7.6% | +0.5% | -8.1% | -7.7% |
| 30D | -6.0% | -0.7% | -5.2% | -5.8% |
| 3M | -0.8% | +11.1% | -11.8% | -3.7% |
| 6M | +16.5% | +2.1% | +14.3% | +16.2% |
| YTD | -11.1% | +8.0% | -19.1% | -12.8% |
| 1Y | -16.7% | -0.5% | -16.2% | -19.8% |
| All | -16.7% | +1.1% | -17.8% | -19.8% |
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