+3,427.7%
CTAS vs VCIT
+98.3%
+3,329.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.8% | -0.3% | -1.5% | -1.6% |
| 30D | -0.2% | -0.8% | +0.6% | +0.2% |
| 3M | +11.7% | -1.0% | +12.7% | +12.3% |
| 6M | +0.7% | -1.8% | +2.5% | +1.6% |
| YTD | +7.4% | -0.7% | +8.1% | +7.8% |
| 1Y | -2.1% | +1.0% | -3.1% | -2.5% |
| 3Y | +62.9% | +18.8% | +44.1% | +50.7% |
| 5Y | +111.9% | +3.5% | +108.4% | +100.8% |
| 10Y | +652.2% | +29.2% | +623.0% | +662.3% |
| All | +3,427.7% | +98.3% | +3,329.4% | +5,606.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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