+2,513.9%
CTAS vs VEU
+192.1%
+2,321.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.7% |
| 7D | -1.8% | +1.1% | -3.0% | -2.6% |
| 30D | -0.2% | +2.2% | -2.4% | -1.8% |
| 3M | +11.7% | +3.0% | +8.7% | +8.5% |
| 6M | +0.7% | +10.9% | -10.1% | -7.9% |
| YTD | +7.4% | +18.2% | -10.8% | -6.6% |
| 1Y | -2.1% | +28.3% | -30.4% | -20.0% |
| 3Y | +62.9% | +74.6% | -11.7% | +4.8% |
| 5Y | +111.9% | +56.4% | +55.5% | +47.4% |
| 10Y | +652.2% | +153.0% | +499.2% | +279.8% |
| All | +2,513.9% | +192.1% | +2,321.8% | +1,119.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling