+671.2%
CTAS vs VRSN
+293.8%
+377.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.1% |
| 7D | -1.3% | -1.5% | +0.2% | -0.6% |
| 30D | -3.1% | +0.7% | -3.8% | -3.6% |
| 3M | +10.3% | +0.6% | +9.7% | +9.4% |
| 6M | +1.6% | +21.7% | -20.1% | -8.9% |
| YTD | +6.3% | +20.0% | -13.7% | -4.6% |
| 1Y | -0.5% | +3.2% | -3.6% | -3.8% |
| 3Y | +64.6% | +42.4% | +22.2% | +30.8% |
| 5Y | +106.0% | +33.0% | +73.0% | +66.3% |
| All | +671.2% | +293.8% | +377.4% | +329.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VRSN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling