+32,722.5%
NVO vs CTAS
+23,132.7%
+9,589.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | -3.2% | -1.0% | -2.2% | -3.1% |
| 3M | +11.5% | +15.8% | -4.3% | +8.3% |
| 6M | +22.9% | -1.0% | +23.9% | +22.9% |
| YTD | -6.8% | +7.4% | -14.2% | -8.3% |
| 1Y | -12.6% | -0.1% | -12.5% | -12.9% |
| 3Y | -49.6% | +66.3% | -115.9% | -54.6% |
| 5Y | +0.6% | +111.0% | -110.4% | -13.7% |
| 10Y | +148.3% | +662.9% | -514.6% | +66.2% |
| All | +32,722.5% | +23,132.7% | +9,589.8% | +14,126.3% |
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