+2,423.3%
CTAS vs VNQ
+392.1%
+2,031.2%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | 0.0% | -0.4% | +0.3% | +0.2% |
| 30D | -1.0% | -2.5% | +1.5% | +0.3% |
| 3M | +15.8% | +1.4% | +14.4% | +15.1% |
| 6M | -1.0% | +4.6% | -5.6% | -3.1% |
| YTD | +7.4% | +10.5% | -3.1% | +2.1% |
| 1Y | -0.1% | +8.4% | -8.5% | -4.1% |
| 3Y | +66.3% | +32.4% | +33.9% | +43.5% |
| 5Y | +111.0% | +5.5% | +105.5% | +103.7% |
| 10Y | +662.9% | +59.1% | +603.8% | +512.6% |
| All | +2,423.3% | +392.1% | +2,031.2% | +984.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling