+114.6%
CTAS vs VO
+42.6%
+72.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.1% |
| 7D | -1.8% | -0.3% | -1.6% | -1.6% |
| 30D | -0.2% | -0.3% | +0.1% | 0.0% |
| 3M | +11.7% | +2.9% | +8.7% | +8.8% |
| 6M | +0.7% | +9.3% | -8.6% | -6.7% |
| YTD | +7.4% | +14.2% | -6.8% | -4.3% |
| 1Y | -2.1% | +15.3% | -17.4% | -13.5% |
| 3Y | +62.9% | +56.2% | +6.7% | +10.5% |
| All | +114.6% | +42.6% | +72.0% | +57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling