+25,903.7%
CTAS vs VMC
+3,595.0%
+22,308.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.6% |
| 7D | -0.7% | +0.3% | -1.0% | -0.9% |
| 30D | +10.3% | +18.6% | -8.3% | +3.4% |
| 3M | +10.2% | +2.0% | +8.1% | +9.0% |
| 6M | +34.4% | +2.6% | +31.8% | +32.2% |
| YTD | +19.6% | +2.3% | +17.3% | +17.0% |
| 1Y | +21.8% | +1.7% | +20.1% | +19.2% |
| 3Y | +74.1% | +41.7% | +32.4% | +48.5% |
| 5Y | +114.0% | +46.6% | +67.4% | +78.3% |
| 10Y | +813.9% | +140.3% | +673.7% | +505.6% |
| All | +25,903.7% | +3,595.0% | +22,308.7% | +6,683.4% |
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