+23,259.8%
CTAS vs VMC
+3,246.6%
+20,013.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | -1.8% | -4.3% | +2.5% | -0.3% |
| 30D | -0.2% | -8.2% | +8.0% | +2.9% |
| 3M | +11.7% | -7.0% | +18.7% | +14.3% |
| 6M | +0.7% | -10.8% | +11.5% | +4.4% |
| YTD | +7.4% | -7.4% | +14.8% | +9.2% |
| 1Y | -2.1% | -9.5% | +7.4% | +0.2% |
| 3Y | +62.9% | +20.5% | +42.5% | +47.7% |
| 5Y | +111.9% | +51.6% | +60.3% | +74.4% |
| 10Y | +652.2% | +150.0% | +502.1% | +392.0% |
| All | +23,259.8% | +3,246.6% | +20,013.1% | +6,233.4% |
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