+106.0%
CTAS vs VICR
+42.6%
+63.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.7% |
| 7D | -1.3% | -0.4% | -0.9% | -1.3% |
| 30D | -3.1% | -15.6% | +12.5% | -2.5% |
| 3M | +10.3% | -35.4% | +45.7% | +11.5% |
| 6M | +1.6% | +1.3% | +0.4% | -1.7% |
| YTD | +6.3% | +62.5% | -56.1% | -1.4% |
| 1Y | -0.5% | +255.5% | -255.9% | -14.1% |
| 3Y | +64.6% | +182.0% | -117.4% | +40.0% |
| 5Y | +106.0% | +42.9% | +63.1% | +78.2% |
| All | +106.0% | +42.6% | +63.4% | +78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling