+25,810.5%
CTAS vs VSH
+1,203.4%
+24,607.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.7% | -7.5% | -2.9% |
| 7D | +1.2% | -12.9% | +14.1% | +3.5% |
| 30D | +12.8% | -36.9% | +49.6% | +22.2% |
| 3M | +10.3% | -28.8% | +39.0% | +15.6% |
| 6M | +32.0% | -30.3% | +62.3% | +33.3% |
| YTD | +19.1% | +62.4% | -43.2% | -1.3% |
| 1Y | +21.5% | +62.5% | -41.0% | +0.4% |
| 3Y | +76.0% | +7.4% | +68.7% | +52.2% |
| 5Y | +110.9% | +25.4% | +85.4% | +74.3% |
| 10Y | +849.8% | +102.6% | +747.2% | +593.4% |
| All | +25,810.5% | +1,203.4% | +24,607.1% | +12,153.6% |
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