+111.0%
CTAS vs VSH
+65.5%
+45.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.1% |
| 7D | 0.0% | +6.2% | -6.3% | -0.7% |
| 30D | -1.0% | -11.1% | +10.1% | +0.1% |
| 3M | +15.8% | -44.9% | +60.7% | +23.4% |
| 6M | -1.0% | +90.0% | -91.0% | -17.4% |
| YTD | +7.4% | +118.8% | -111.4% | -13.6% |
| 1Y | -0.1% | +109.0% | -109.1% | -19.5% |
| 3Y | +66.3% | +35.6% | +30.7% | +46.1% |
| 5Y | +111.0% | +66.7% | +44.3% | +65.5% |
| All | +111.0% | +65.5% | +45.5% | +65.5% |
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