+119.5%
CTAS vs VEU
+50.3%
+69.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.4% |
| 7D | -0.8% | -0.5% | -0.2% | -0.5% |
| 30D | +10.7% | -1.0% | +11.7% | +11.2% |
| 3M | +11.0% | -3.6% | +14.6% | +13.1% |
| 6M | +38.7% | -1.2% | +39.9% | +38.4% |
| YTD | +21.8% | +12.0% | +9.8% | +10.7% |
| 1Y | +23.6% | +13.9% | +9.7% | +11.0% |
| 3Y | +74.9% | +71.3% | +3.7% | +13.4% |
| 5Y | +119.5% | +50.3% | +69.2% | +62.6% |
| All | +119.5% | +50.3% | +69.1% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling