+2,554.2%
CTAS vs VO
+797.8%
+1,756.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | +1.2% | -2.6% | +3.7% | +3.4% |
| 30D | +12.8% | -0.9% | +13.7% | +13.6% |
| 3M | +10.3% | -3.0% | +13.3% | +13.1% |
| 6M | +32.0% | +2.2% | +29.8% | +29.0% |
| YTD | +19.1% | +10.6% | +8.6% | +8.4% |
| 1Y | +21.5% | +12.5% | +9.0% | +8.8% |
| 3Y | +76.0% | +61.4% | +14.7% | +14.2% |
| 5Y | +110.9% | +33.4% | +77.5% | +60.8% |
| 10Y | +849.8% | +201.5% | +648.3% | +274.5% |
| All | +2,554.2% | +797.8% | +1,756.4% | +312.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling