-0.9%
NVO vs CTAS
+107.0%
-107.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | -7.4% | -1.3% | -6.1% | -6.9% |
| 30D | -5.5% | -3.1% | -2.4% | -4.5% |
| 3M | +4.1% | +10.3% | -6.2% | +0.3% |
| 6M | +19.3% | +1.6% | +17.7% | +18.3% |
| YTD | -9.2% | +6.3% | -15.5% | -11.5% |
| 1Y | -15.0% | -0.5% | -14.5% | -15.3% |
| 3Y | -50.9% | +64.6% | -115.5% | -61.5% |
| 5Y | -0.9% | +106.0% | -106.9% | -30.4% |
| All | -0.9% | +107.0% | -107.9% | -30.4% |
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