+74.0%
CTAS vs VEU
+71.8%
+2.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.6% |
| 7D | -0.8% | -0.5% | -0.2% | -0.6% |
| 30D | +10.7% | -1.0% | +11.7% | +11.1% |
| 3M | +11.0% | -3.6% | +14.6% | +12.3% |
| 6M | +38.7% | -1.2% | +39.9% | +38.6% |
| YTD | +21.8% | +12.0% | +9.8% | +13.2% |
| 1Y | +23.6% | +13.9% | +9.7% | +13.7% |
| All | +74.0% | +71.8% | +2.2% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling