+3,890.3%
CTAS vs VCLT
+98.6%
+3,791.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +2.0% | -2.3% | +4.2% | +2.5% |
| 30D | +8.7% | +0.8% | +7.9% | +8.5% |
| 3M | +13.3% | -2.7% | +15.9% | +13.9% |
| 6M | +39.4% | -4.3% | +43.7% | +40.7% |
| YTD | +21.5% | -4.3% | +25.8% | +22.6% |
| 1Y | +21.9% | -4.4% | +26.2% | +23.0% |
| 3Y | +73.6% | +13.8% | +59.9% | +69.5% |
| 5Y | +116.2% | -17.0% | +133.2% | +117.0% |
| 10Y | +818.2% | +20.9% | +797.3% | +910.4% |
| All | +3,890.3% | +98.6% | +3,791.7% | +6,059.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling