+818.6%
CTAS vs VIG
+262.6%
+555.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.5% | +3.1% | -2.6% | -3.1% |
| 30D | +10.2% | +5.0% | +5.2% | +3.9% |
| 3M | +12.1% | +2.7% | +9.4% | +8.5% |
| 6M | +38.3% | +11.0% | +27.3% | +21.9% |
| YTD | +21.9% | +16.0% | +5.9% | +1.8% |
| 1Y | +24.0% | +16.3% | +7.8% | +3.2% |
| 3Y | +75.1% | +66.8% | +8.3% | -6.5% |
| 5Y | +116.9% | +64.8% | +52.2% | +18.2% |
| All | +818.6% | +262.6% | +555.9% | +98.8% |
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