+111.0%
CTAS vs VIG
+63.6%
+47.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.9% |
| 7D | 0.0% | -0.4% | +0.4% | +0.4% |
| 30D | -1.0% | -2.1% | +1.1% | +1.3% |
| 3M | +15.8% | +3.3% | +12.4% | +11.6% |
| 6M | -1.0% | +9.3% | -10.3% | -10.1% |
| YTD | +7.4% | +10.1% | -2.7% | -3.5% |
| 1Y | -0.1% | +14.7% | -14.8% | -14.3% |
| 3Y | +66.3% | +56.9% | +9.4% | -0.4% |
| 5Y | +111.0% | +62.9% | +48.1% | +23.6% |
| All | +111.0% | +63.6% | +47.4% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling