+11,733.6%
CTAS vs VIAV
+2,964.2%
+8,769.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -3.9% | -0.9% |
| 7D | -1.8% | -4.6% | +2.8% | -1.1% |
| 30D | -0.2% | -10.4% | +10.2% | +1.0% |
| 3M | +11.7% | -34.5% | +46.2% | +17.0% |
| 6M | +0.7% | +7.0% | -6.3% | -4.4% |
| YTD | +7.4% | +95.6% | -88.2% | -8.9% |
| 1Y | -2.1% | +197.2% | -199.3% | -23.3% |
| 3Y | +62.9% | +232.0% | -169.1% | +22.4% |
| 5Y | +111.9% | +102.2% | +9.7% | +71.3% |
| 10Y | +652.2% | +344.6% | +307.5% | +428.9% |
| All | +11,733.6% | +2,964.2% | +8,769.4% | +5,972.6% |
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