+92.8%
CTAS vs VLTO
+57.1%
+35.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -0.8% | +1.5% | -2.3% | -1.4% |
| 30D | +10.7% | +20.9% | -10.2% | +2.1% |
| 3M | +11.0% | +21.4% | -10.4% | +2.1% |
| 6M | +38.7% | +37.6% | +1.2% | +21.3% |
| YTD | +21.8% | +19.5% | +2.2% | +12.2% |
| 1Y | +23.6% | +22.0% | +1.6% | +12.8% |
| 3Y | +74.9% | +70.7% | +4.3% | +50.4% |
| All | +92.8% | +57.1% | +35.8% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling