+23,259.8%
CTAS vs VSH
+1,674.8%
+21,584.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -1.2% |
| 7D | -1.8% | +4.1% | -5.9% | -2.7% |
| 30D | -0.2% | -4.2% | +4.0% | +0.3% |
| 3M | +11.7% | -50.0% | +61.7% | +25.1% |
| 6M | +0.7% | +80.2% | -79.5% | -16.1% |
| YTD | +7.4% | +121.1% | -113.7% | -14.9% |
| 1Y | -2.1% | +112.0% | -114.1% | -22.3% |
| 3Y | +62.9% | +22.5% | +40.4% | +40.1% |
| 5Y | +111.9% | +64.0% | +47.8% | +68.7% |
| 10Y | +652.2% | +170.4% | +481.8% | +426.7% |
| All | +23,259.8% | +1,674.8% | +21,584.9% | +10,457.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling