+3,331.3%
CTAS vs VRSK
+593.4%
+2,737.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.7% | -1.0% |
| 7D | +1.0% | -5.4% | +6.4% | +3.8% |
| 30D | -1.1% | -1.8% | +0.7% | -0.5% |
| 3M | +11.5% | -2.2% | +13.7% | +12.2% |
| 6M | +0.2% | -14.9% | +15.1% | +7.6% |
| YTD | +7.2% | -20.0% | +27.2% | +17.9% |
| 1Y | 0.0% | -33.1% | +33.1% | +20.9% |
| 3Y | +65.9% | -25.6% | +91.6% | +86.4% |
| 5Y | +109.6% | -10.1% | +119.7% | +109.2% |
| 10Y | +683.8% | +128.4% | +555.3% | +411.3% |
| All | +3,331.3% | +593.4% | +2,737.9% | +1,367.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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