+815.5%
CTAS vs VMC
+125.2%
+690.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.1% |
| 7D | +2.0% | -1.3% | +3.2% | +2.5% |
| 30D | +8.7% | +15.5% | -6.8% | +1.9% |
| 3M | +13.3% | +0.6% | +12.7% | +12.6% |
| 6M | +39.4% | +2.1% | +37.3% | +36.9% |
| YTD | +21.5% | -1.6% | +23.1% | +20.1% |
| 1Y | +21.9% | -1.2% | +23.1% | +20.2% |
| 3Y | +73.6% | +35.3% | +38.3% | +45.0% |
| 5Y | +116.2% | +43.6% | +72.6% | +72.4% |
| All | +815.5% | +125.2% | +690.3% | +437.1% |
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