+3,600.4%
CTAS vs VIVK
-100.0%
+3,700.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.6% | 0.0% |
| 7D | 0.0% | +13.1% | -13.1% | -0.1% |
| 30D | -1.0% | -29.7% | +28.7% | -1.0% |
| 3M | +15.8% | -93.0% | +108.7% | +15.9% |
| 6M | -1.0% | -98.0% | +97.0% | -0.8% |
| YTD | +7.4% | -97.8% | +105.2% | +7.6% |
| 1Y | -0.1% | -100.0% | +99.8% | +0.3% |
| 3Y | +66.3% | -100.0% | +166.3% | +66.9% |
| 5Y | +111.0% | -100.0% | +211.0% | +111.7% |
| 10Y | +662.9% | -100.0% | +762.9% | +664.5% |
| All | +3,600.4% | -100.0% | +3,700.4% | +3,781.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling