+107.7%
CTAS vs VCLT
-16.3%
+124.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | -1.1% | +0.1% | -1.2% | -1.1% |
| 3M | +11.5% | -2.9% | +14.4% | +13.0% |
| 6M | +0.2% | -4.0% | +4.1% | +2.1% |
| YTD | +7.2% | -2.2% | +9.4% | +8.3% |
| 1Y | 0.0% | -2.6% | +2.6% | +1.2% |
| 3Y | +65.9% | +12.3% | +53.6% | +56.1% |
| All | +107.7% | -16.3% | +124.0% | +116.0% |
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