+817.5%
CTAS vs VRSN
+293.7%
+523.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.4% |
| 7D | -0.8% | -1.2% | +0.5% | -0.2% |
| 30D | +10.7% | +3.8% | +7.0% | +8.8% |
| 3M | +11.0% | +9.5% | +1.5% | +5.9% |
| 6M | +38.7% | +10.3% | +28.5% | +31.2% |
| YTD | +21.8% | +30.5% | -8.7% | +4.7% |
| 1Y | +23.6% | +27.9% | -4.3% | +7.2% |
| 3Y | +74.9% | +54.3% | +20.6% | +33.5% |
| 5Y | +119.5% | +37.2% | +82.3% | +75.0% |
| All | +817.5% | +293.7% | +523.8% | +390.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling