+2,612.7%
CTAS vs VO
+833.6%
+1,779.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | -0.2% |
| 7D | -0.8% | +0.2% | -1.0% | -1.1% |
| 30D | +10.7% | +2.0% | +8.7% | +8.7% |
| 3M | +11.0% | -0.3% | +11.3% | +11.0% |
| 6M | +38.7% | +7.3% | +31.5% | +29.9% |
| YTD | +21.8% | +15.0% | +6.8% | +7.0% |
| 1Y | +23.6% | +14.7% | +8.9% | +8.8% |
| 3Y | +74.9% | +67.3% | +7.6% | +9.9% |
| 5Y | +119.5% | +38.8% | +80.6% | +61.6% |
| 10Y | +820.2% | +201.6% | +618.6% | +261.5% |
| All | +2,612.7% | +833.6% | +1,779.0% | +307.4% |
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 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