+141.6%
VLO vs CTAS
+0.4%
+141.2%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | +5.8% | 0.0% | +5.8% | +5.8% |
| 30D | +28.3% | -1.0% | +29.3% | +28.2% |
| 3M | +48.7% | +15.8% | +33.0% | +50.7% |
| 6M | +71.9% | -1.0% | +72.9% | +77.3% |
| YTD | +138.7% | +7.4% | +131.2% | +144.7% |
| All | +141.6% | +0.4% | +141.2% | +147.5% |
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