+107.7%
CTAS vs VNQ
+7.0%
+100.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.0% |
| 7D | +0.5% | -1.3% | +1.8% | +1.4% |
| 30D | -0.7% | -2.6% | +1.8% | +1.1% |
| 3M | +11.1% | -2.0% | +13.1% | +12.7% |
| 6M | +2.1% | +4.3% | -2.2% | -0.6% |
| YTD | +8.0% | +9.2% | -1.3% | +1.7% |
| 1Y | -0.5% | +5.6% | -6.1% | -4.1% |
| 3Y | +66.2% | +30.8% | +35.4% | +37.0% |
| All | +107.7% | +7.0% | +100.7% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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