+25.6%
CTAS vs VIVK
-100.0%
+125.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -27.5% | +29.8% | +2.3% |
| 7D | +7.6% | -68.7% | +76.3% | +7.7% |
| 30D | +17.2% | -90.0% | +107.2% | +17.6% |
| 3M | +12.8% | -98.1% | +110.8% | +13.9% |
| 6M | +38.0% | -99.9% | +137.9% | +40.9% |
| YTD | +22.7% | -99.9% | +122.6% | +24.1% |
| 1Y | +25.6% | -100.0% | +125.6% | +31.1% |
| All | +25.6% | -100.0% | +125.6% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling