+13,285.4%
CTAS vs VIAV
+2,600.3%
+10,685.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | +0.5% |
| 7D | +2.0% | +7.9% | -5.9% | +0.6% |
| 30D | +8.7% | -20.3% | +29.0% | +11.4% |
| 3M | +13.3% | -28.5% | +41.8% | +17.0% |
| 6M | +39.4% | -42.7% | +82.1% | +46.0% |
| YTD | +21.5% | +72.4% | -50.9% | +3.3% |
| 1Y | +21.9% | +81.5% | -59.6% | +2.6% |
| 3Y | +73.6% | +293.8% | -220.2% | +24.4% |
| 5Y | +116.2% | +101.4% | +14.8% | +71.7% |
| 10Y | +818.2% | +293.8% | +524.3% | +546.7% |
| All | +13,285.4% | +2,600.3% | +10,685.1% | +6,784.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling