+685.6%
CTAS vs VO
+195.4%
+490.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.6% |
| 7D | 0.0% | +0.6% | -0.7% | -0.7% |
| 30D | -1.0% | -1.1% | +0.1% | 0.0% |
| 3M | +15.8% | +4.5% | +11.2% | +10.4% |
| 6M | -1.0% | +11.1% | -12.1% | -11.3% |
| YTD | +7.4% | +13.5% | -6.1% | -6.2% |
| 1Y | -0.1% | +14.5% | -14.6% | -13.6% |
| 3Y | +66.3% | +58.1% | +8.2% | +1.8% |
| 5Y | +111.0% | +43.3% | +67.7% | +42.2% |
| All | +685.6% | +195.4% | +490.2% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling