+24,088.9%
CTAS vs VICR
+12,032.5%
+12,056.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.8% | -1.0% |
| 7D | -1.8% | +0.4% | -2.2% | -1.9% |
| 30D | -0.2% | -13.9% | +13.7% | +1.3% |
| 3M | +11.7% | -38.4% | +50.1% | +16.2% |
| 6M | +0.7% | -7.2% | +7.9% | -3.3% |
| YTD | +7.4% | +72.0% | -64.6% | -6.0% |
| 1Y | -2.1% | +263.3% | -265.4% | -23.9% |
| 3Y | +62.9% | +173.3% | -110.3% | +24.3% |
| 5Y | +111.9% | +47.3% | +64.6% | +64.3% |
| 10Y | +652.2% | +1,495.2% | -843.0% | +289.9% |
| All | +24,088.9% | +12,032.5% | +12,056.4% | +7,963.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling