+671.2%
CTAS vs VIG
+247.5%
+423.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.2% |
| 7D | -1.3% | -2.2% | +0.9% | +1.4% |
| 30D | -3.1% | -3.2% | +0.1% | +0.7% |
| 3M | +10.3% | +3.0% | +7.2% | +6.3% |
| 6M | +1.6% | +8.1% | -6.5% | -7.5% |
| YTD | +6.3% | +9.1% | -2.7% | -4.4% |
| 1Y | -0.5% | +12.6% | -13.0% | -13.9% |
| 3Y | +64.6% | +55.4% | +9.2% | -4.2% |
| 5Y | +106.0% | +62.8% | +43.2% | +13.7% |
| All | +671.2% | +247.5% | +423.7% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling