+911.8%
VLO vs CTAS
+675.6%
+236.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.4% |
| 7D | +4.0% | -1.3% | +5.3% | +4.8% |
| 30D | +19.0% | -3.1% | +22.1% | +21.0% |
| 3M | +50.0% | +10.3% | +39.7% | +39.9% |
| 6M | +79.1% | +1.6% | +77.5% | +73.9% |
| YTD | +140.3% | +6.3% | +134.0% | +126.4% |
| 1Y | +148.3% | -0.5% | +148.8% | +142.8% |
| 3Y | +194.6% | +64.6% | +130.0% | +96.2% |
| 5Y | +609.6% | +106.0% | +503.6% | +285.6% |
| All | +911.8% | +675.6% | +236.1% | +144.8% |
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