+113.3%
CTAS vs VSH
+24.8%
+88.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.7% | -7.5% | -2.3% |
| 7D | +1.2% | -12.9% | +14.1% | +2.2% |
| 30D | +12.8% | -36.9% | +49.6% | +17.1% |
| 3M | +10.3% | -28.8% | +39.0% | +12.7% |
| 6M | +32.0% | -30.3% | +62.3% | +29.4% |
| YTD | +19.1% | +62.4% | -43.2% | -2.3% |
| 1Y | +21.5% | +62.5% | -41.0% | -0.6% |
| 3Y | +76.0% | +7.4% | +68.7% | +54.0% |
| All | +113.3% | +24.8% | +88.5% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 5y: compounded portfolio wealth divided by compounded VSH 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…
5y analysis · Full analysis span regression · 6 months rolling