+683.1%
CTAS vs VIAV
+419.4%
+263.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.6% | -2.1% | +0.9% |
| 7D | +0.5% | +11.2% | -10.6% | -1.6% |
| 30D | -0.7% | -10.1% | +9.4% | +0.8% |
| 3M | +11.1% | -22.9% | +33.9% | +14.3% |
| 6M | +2.1% | +28.8% | -26.6% | -10.3% |
| YTD | +8.0% | +117.5% | -109.5% | -20.2% |
| 1Y | -0.5% | +216.1% | -216.5% | -35.5% |
| 3Y | +66.2% | +292.2% | -226.0% | -4.5% |
| 5Y | +109.2% | +141.0% | -31.8% | +41.1% |
| All | +683.1% | +419.4% | +263.7% | +308.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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