+109.6%
CTAS vs VIVK
-100.0%
+209.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.3% | +6.1% | -0.2% |
| 7D | +1.0% | -7.9% | +8.9% | +1.0% |
| 30D | -1.1% | -42.0% | +40.9% | -0.8% |
| 3M | +11.5% | -92.5% | +104.0% | +12.8% |
| 6M | +0.2% | -98.0% | +98.2% | +1.7% |
| YTD | +7.2% | -97.9% | +105.1% | +8.3% |
| 1Y | 0.0% | -100.0% | +100.0% | +3.2% |
| 3Y | +65.9% | -100.0% | +165.9% | +70.3% |
| 5Y | +109.6% | -100.0% | +209.6% | +112.7% |
| All | +109.6% | -100.0% | +209.6% | +112.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling