+677.5%
CTAS vs VRSN
+291.2%
+386.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -1.0% |
| 7D | +1.0% | -1.0% | +2.0% | +1.4% |
| 30D | -1.1% | -1.9% | +0.8% | -0.3% |
| 3M | +11.5% | +1.4% | +10.1% | +10.1% |
| 6M | +0.2% | +19.0% | -18.9% | -9.2% |
| YTD | +7.2% | +19.2% | -12.0% | -3.5% |
| 1Y | 0.0% | +1.7% | -1.7% | -2.6% |
| 3Y | +65.9% | +41.4% | +24.5% | +32.3% |
| 5Y | +109.6% | +31.7% | +77.9% | +70.0% |
| All | +677.5% | +291.2% | +386.3% | +334.4% |
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