+2,298.7%
CTAS vs VWO
+317.6%
+1,981.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | 0.0% |
| 7D | -1.3% | -1.7% | +0.4% | -0.4% |
| 30D | -3.1% | -0.3% | -2.8% | -3.0% |
| 3M | +10.3% | +4.0% | +6.3% | +7.6% |
| 6M | +1.6% | +8.1% | -6.5% | -3.2% |
| YTD | +6.3% | +11.6% | -5.3% | -0.7% |
| 1Y | -0.5% | +16.2% | -16.7% | -9.2% |
| 3Y | +64.6% | +63.3% | +1.3% | +24.1% |
| 5Y | +106.0% | +33.4% | +72.7% | +71.6% |
| 10Y | +677.5% | +113.3% | +564.2% | +413.0% |
| All | +2,298.7% | +317.6% | +1,981.1% | +992.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling