+65.0%
CTAS vs VICR
+187.3%
-122.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.7% | -0.2% |
| 7D | +1.0% | +1.3% | -0.3% | +1.0% |
| 30D | -1.1% | -11.9% | +10.9% | -1.1% |
| 3M | +11.5% | -35.1% | +46.6% | +11.5% |
| 6M | +0.2% | +8.1% | -8.0% | -2.8% |
| YTD | +7.2% | +67.8% | -60.6% | +1.4% |
| 1Y | 0.0% | +267.3% | -267.3% | -10.0% |
| All | +65.0% | +187.3% | -122.3% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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