+24.0%
CTAS vs VCLT
-4.8%
+28.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.7% |
| 7D | +0.5% | -1.9% | +2.4% | +1.4% |
| 30D | +10.2% | +1.4% | +8.8% | +9.4% |
| 3M | +12.1% | -1.8% | +13.8% | +12.8% |
| 6M | +38.3% | -3.9% | +42.2% | +40.4% |
| YTD | +21.9% | -3.9% | +25.8% | +23.0% |
| 1Y | +24.0% | -4.7% | +28.8% | +25.2% |
| All | +24.0% | -4.8% | +28.8% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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