+26,411.8%
CTAS vs VMC
+3,476.8%
+22,934.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.7% |
| 7D | +0.5% | -1.7% | +2.2% | +1.1% |
| 30D | +10.2% | +15.3% | -5.0% | +4.5% |
| 3M | +12.1% | +0.3% | +11.8% | +11.6% |
| 6M | +38.3% | +0.9% | +37.4% | +36.9% |
| YTD | +21.9% | -1.0% | +22.9% | +20.7% |
| 1Y | +24.0% | -4.3% | +28.4% | +24.2% |
| 3Y | +75.1% | +35.3% | +39.8% | +52.0% |
| 5Y | +116.9% | +44.4% | +72.5% | +81.8% |
| 10Y | +821.3% | +128.0% | +693.3% | +522.2% |
| All | +26,411.8% | +3,476.8% | +22,934.9% | +6,898.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling