+88.7%
CTAS vs VLTO
+54.8%
+33.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | +1.2% | +5.4% | -4.2% | -1.1% |
| 30D | +12.8% | +22.3% | -9.5% | +3.5% |
| 3M | +10.3% | +19.6% | -9.3% | +2.1% |
| 6M | +32.0% | +35.2% | -3.2% | +16.3% |
| YTD | +19.1% | +17.9% | +1.3% | +10.4% |
| 1Y | +21.5% | +19.5% | +2.0% | +11.8% |
| 3Y | +76.0% | +73.9% | +2.1% | +51.2% |
| All | +88.7% | +54.8% | +33.8% | +66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling