+683.1%
CTAS vs VEU
+155.0%
+528.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +0.6% |
| 7D | +0.5% | -1.4% | +1.9% | +1.8% |
| 30D | -0.7% | -0.4% | -0.3% | -0.4% |
| 3M | +11.1% | +2.5% | +8.5% | +7.7% |
| 6M | +2.1% | +11.1% | -9.0% | -8.9% |
| YTD | +8.0% | +16.5% | -8.6% | -8.5% |
| 1Y | -0.5% | +22.9% | -23.4% | -20.1% |
| 3Y | +66.2% | +73.4% | -7.2% | -7.2% |
| 5Y | +109.2% | +56.1% | +53.1% | +30.1% |
| All | +683.1% | +155.0% | +528.2% | +198.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 10y: compounded portfolio wealth divided by compounded VEU 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…
10y analysis · Full analysis span regression · 6 months rolling