+601.6%
VLO vs CTAS
+114.7%
+486.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +28.6% |
| 3M | +48.7% | +15.8% | +33.0% | +42.7% |
| 6M | +71.9% | -1.0% | +72.9% | +72.2% |
| YTD | +138.7% | +7.4% | +131.2% | +133.1% |
| 1Y | +148.5% | -0.1% | +148.6% | +147.8% |
| 3Y | +192.7% | +66.3% | +126.4% | +143.0% |
| 5Y | +601.6% | +111.0% | +490.6% | +431.4% |
| All | +601.6% | +114.7% | +486.9% | +431.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling