+73.6%
CTAS vs VICR
+336.6%
-262.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | -0.4% |
| 7D | +2.0% | +8.3% | -6.3% | +2.1% |
| 30D | +8.7% | -35.2% | +43.9% | +8.5% |
| 3M | +13.3% | -29.8% | +43.1% | +13.0% |
| 6M | +39.4% | -48.6% | +88.0% | +39.1% |
| YTD | +21.5% | +45.1% | -23.6% | +14.7% |
| 1Y | +21.9% | +79.6% | -57.7% | +13.8% |
| 3Y | +73.6% | +335.4% | -261.7% | +47.8% |
| All | +73.6% | +336.6% | -262.9% | +47.8% |
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