-52.9%
NVO vs CTAS
+67.2%
-120.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.6% |
| 6M | +16.5% | +2.1% | +14.3% | +15.6% |
| YTD | -11.1% | +8.0% | -19.1% | -13.1% |
| 1Y | -16.7% | -0.5% | -16.2% | -17.0% |
| 3Y | -52.9% | +66.2% | -119.1% | -59.6% |
| All | -52.9% | +67.2% | -120.2% | -59.6% |
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