+23,263.2%
CTAS vs VTRS
+557.1%
+22,706.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -1.0% | +1.9% | -2.9% | -1.4% |
| 3M | +15.8% | +5.1% | +10.7% | +14.6% |
| 6M | -1.0% | +20.1% | -21.1% | -4.7% |
| YTD | +7.4% | +36.6% | -29.1% | +0.7% |
| 1Y | -0.1% | +64.1% | -64.2% | -9.9% |
| 3Y | +66.3% | +86.4% | -20.1% | +43.9% |
| 5Y | +111.0% | +40.9% | +70.1% | +88.6% |
| 10Y | +662.9% | -48.7% | +711.6% | +677.7% |
| All | +23,263.2% | +557.1% | +22,706.1% | +13,822.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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