+65.0%
CTAS vs VIAV
+297.4%
-232.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.2% |
| 7D | +1.0% | +13.6% | -12.6% | +1.0% |
| 30D | -1.1% | +5.3% | -6.4% | -1.1% |
| 3M | +11.5% | -15.6% | +27.1% | +11.8% |
| 6M | +0.2% | +34.0% | -33.8% | -3.1% |
| YTD | +7.2% | +119.9% | -112.7% | -1.1% |
| 1Y | 0.0% | +235.2% | -235.2% | -12.2% |
| All | +65.0% | +297.4% | -232.4% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling