+2,316.5%
CTAS vs VYM
+490.3%
+1,826.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | 0.0% | +0.1% | -0.2% | -0.2% |
| 30D | -1.0% | -1.3% | +0.3% | +0.3% |
| 3M | +15.8% | +4.1% | +11.7% | +11.2% |
| 6M | -1.0% | +9.8% | -10.8% | -9.9% |
| YTD | +7.4% | +15.3% | -7.9% | -7.1% |
| 1Y | -0.1% | +20.0% | -20.1% | -17.1% |
| 3Y | +66.3% | +66.2% | +0.1% | -0.7% |
| 5Y | +111.0% | +77.5% | +33.4% | +18.4% |
| 10Y | +662.9% | +201.7% | +461.2% | +162.8% |
| All | +2,316.5% | +490.3% | +1,826.3% | +367.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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