+35,889.1%
VLO vs CTAS
+23,129.2%
+12,759.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +5.2% | -1.8% | +7.0% | +5.8% |
| 30D | +22.6% | -0.2% | +22.8% | +22.6% |
| 3M | +43.8% | +11.7% | +32.1% | +37.6% |
| 6M | +65.7% | +0.7% | +65.0% | +63.6% |
| YTD | +131.1% | +7.4% | +123.7% | +123.0% |
| 1Y | +143.6% | -2.1% | +145.7% | +142.1% |
| 3Y | +201.4% | +62.9% | +138.4% | +147.7% |
| 5Y | +568.9% | +111.9% | +457.0% | +395.6% |
| 10Y | +891.8% | +652.2% | +239.6% | +408.8% |
| All | +35,889.1% | +23,129.2% | +12,759.8% | +9,529.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling