+815.5%
CTAS vs VO
+197.6%
+617.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.0% | +3.1% | -1.1% | -1.1% |
| 30D | +8.7% | +2.2% | +6.5% | +6.2% |
| 3M | +13.3% | -2.5% | +15.8% | +15.9% |
| 6M | +39.4% | +7.0% | +32.4% | +29.5% |
| YTD | +21.5% | +14.0% | +7.5% | +5.5% |
| 1Y | +21.9% | +15.6% | +6.2% | +4.2% |
| 3Y | +73.6% | +66.2% | +7.5% | +0.7% |
| 5Y | +116.2% | +36.6% | +79.6% | +53.7% |
| All | +815.5% | +197.6% | +617.9% | +188.5% |
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