+5,520.8%
CTAS vs VTR
+1,492.6%
+4,028.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | 0.0% | -2.4% | +2.3% | +0.5% |
| 30D | -1.0% | -3.7% | +2.7% | -0.2% |
| 3M | +15.8% | +13.5% | +2.2% | +12.2% |
| 6M | -1.0% | +7.2% | -8.2% | -2.9% |
| YTD | +7.4% | +17.6% | -10.1% | +3.0% |
| 1Y | -0.1% | +35.4% | -35.5% | -7.7% |
| 3Y | +66.3% | +132.8% | -66.5% | +34.1% |
| 5Y | +111.0% | +88.7% | +22.3% | +76.7% |
| 10Y | +662.9% | +87.6% | +575.3% | +497.2% |
| All | +5,520.8% | +1,492.6% | +4,028.2% | +2,646.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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