+116.9%
CTAS vs VCLT
-17.0%
+133.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.5% |
| 3M | +12.1% | -1.8% | +13.8% | +13.0% |
| 6M | +38.3% | -3.9% | +42.2% | +40.9% |
| YTD | +21.9% | -3.9% | +25.8% | +24.2% |
| 1Y | +24.0% | -4.7% | +28.8% | +26.8% |
| 3Y | +75.1% | +14.1% | +61.1% | +63.5% |
| 5Y | +116.9% | -16.6% | +133.6% | +126.1% |
| All | +116.9% | -17.0% | +133.9% | +126.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling