+683.1%
CTAS vs VMC
+156.6%
+526.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.7% | +1.2% |
| 7D | +0.5% | -3.8% | +4.3% | +2.1% |
| 30D | -0.7% | -9.7% | +9.0% | +3.5% |
| 3M | +11.1% | -9.6% | +20.7% | +15.5% |
| 6M | +2.1% | -4.8% | +7.0% | +3.5% |
| YTD | +8.0% | -10.9% | +18.8% | +11.6% |
| 1Y | -0.5% | -15.6% | +15.1% | +5.2% |
| 3Y | +66.2% | +19.3% | +46.9% | +47.1% |
| 5Y | +109.2% | +48.0% | +61.2% | +64.8% |
| All | +683.1% | +156.6% | +526.6% | +367.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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