+717.1%
VLO vs CTAS
+820.8%
-103.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.2% |
| 7D | -9.5% | +0.7% | -10.2% | -10.0% |
| 30D | -19.1% | +11.3% | -30.4% | -24.1% |
| 3M | +11.4% | +11.4% | -0.1% | +4.2% |
| 6M | +46.7% | +35.6% | +11.1% | +20.6% |
| YTD | +118.6% | +20.7% | +97.9% | +91.1% |
| 1Y | +99.9% | +22.8% | +77.0% | +72.5% |
| 3Y | +210.5% | +73.4% | +137.1% | +102.8% |
| 5Y | +432.7% | +117.6% | +315.1% | +185.1% |
| 10Y | +717.1% | +818.4% | -101.3% | +72.4% |
| All | +717.1% | +820.8% | -103.7% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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