+683.1%
CTAS vs VWO
+117.1%
+566.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.9% | +1.1% |
| 7D | +0.5% | -1.8% | +2.3% | +1.7% |
| 30D | -0.7% | -0.1% | -0.6% | -0.7% |
| 3M | +11.1% | +2.2% | +8.8% | +8.8% |
| 6M | +2.1% | +8.8% | -6.6% | -4.7% |
| YTD | +8.0% | +12.4% | -4.4% | -2.0% |
| 1Y | -0.5% | +15.6% | -16.1% | -11.6% |
| 3Y | +66.2% | +62.5% | +3.7% | +12.3% |
| 5Y | +109.2% | +34.3% | +74.9% | +62.6% |
| All | +683.1% | +117.1% | +566.0% | +326.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 10y: compounded portfolio wealth divided by compounded VWO 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…
10y analysis · Full analysis span regression · 6 months rolling