+115.7%
VLO vs CTAS
+23.8%
+91.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | +6.8% | +0.5% | +6.3% | +6.8% |
| 30D | -17.9% | +10.2% | -28.1% | -17.0% |
| 3M | +13.5% | +12.1% | +1.5% | +14.7% |
| 6M | +53.0% | +38.3% | +14.8% | +58.5% |
| YTD | +133.7% | +21.9% | +111.8% | +144.1% |
| 1Y | +115.7% | +24.0% | +91.6% | +125.0% |
| All | +115.7% | +23.8% | +91.8% | +125.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling