+2,428.0%
CTAS vs VIG
+623.5%
+1,804.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.2% |
| 7D | -1.8% | -0.4% | -1.4% | -1.3% |
| 30D | -0.2% | -1.0% | +0.8% | +0.9% |
| 3M | +11.7% | +2.8% | +8.9% | +8.3% |
| 6M | +0.7% | +8.2% | -7.5% | -7.8% |
| YTD | +7.4% | +11.0% | -3.6% | -4.5% |
| 1Y | -2.1% | +16.1% | -18.2% | -17.3% |
| 3Y | +62.9% | +56.2% | +6.8% | -1.2% |
| 5Y | +111.9% | +63.0% | +48.9% | +23.3% |
| 10Y | +652.2% | +241.4% | +410.8% | +104.9% |
| All | +2,428.0% | +623.5% | +1,804.5% | +224.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling