+3,887.8%
CTAS vs VRSN
+6,651.0%
-2,763.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | -0.2% | -0.2% | 0.0% | -0.2% |
| 3M | +11.7% | -0.3% | +12.0% | +11.6% |
| 6M | +0.7% | +23.0% | -22.3% | -3.6% |
| YTD | +7.4% | +21.3% | -13.9% | +2.9% |
| 1Y | -2.1% | +6.7% | -8.8% | -3.9% |
| 3Y | +62.9% | +45.0% | +18.0% | +49.7% |
| 5Y | +111.9% | +35.0% | +76.9% | +96.8% |
| 10Y | +652.2% | +276.3% | +375.9% | +486.1% |
| All | +3,887.8% | +6,651.0% | -2,763.2% | +1,425.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling