+66.2%
CTAS vs VIVK
-100.0%
+166.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.4% | +8.9% | +1.6% |
| 7D | +0.5% | -4.4% | +4.9% | +0.5% |
| 30D | -0.7% | -40.8% | +40.1% | -0.4% |
| 3M | +11.1% | -94.1% | +105.2% | +12.6% |
| 6M | +2.1% | -98.2% | +100.3% | +3.8% |
| YTD | +8.0% | -98.0% | +106.0% | +9.1% |
| 1Y | -0.5% | -100.0% | +99.5% | +3.1% |
| 3Y | +66.2% | -100.0% | +166.2% | +66.0% |
| All | +66.2% | -100.0% | +166.2% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling