+110.9%
CTAS vs VMC
+55.0%
+56.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | -1.8% | -4.3% | +2.5% | -0.1% |
| 30D | -0.2% | -8.2% | +8.0% | +3.1% |
| 3M | +11.7% | -7.0% | +18.7% | +14.5% |
| 6M | +0.7% | -10.8% | +11.5% | +4.6% |
| YTD | +7.4% | -7.4% | +14.8% | +8.9% |
| 1Y | -2.1% | -9.5% | +7.4% | 0.0% |
| 3Y | +62.9% | +20.5% | +42.5% | +42.7% |
| All | +110.9% | +55.0% | +56.0% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling