+456.3%
VRTX vs CTAS
+665.9%
-209.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.4% |
| 7D | -6.4% | +1.0% | -7.4% | -6.7% |
| 30D | -0.5% | -1.1% | +0.5% | -0.2% |
| 3M | +16.9% | +11.5% | +5.4% | +12.3% |
| 6M | +13.1% | +0.2% | +12.9% | +12.4% |
| YTD | +14.9% | +7.2% | +7.8% | +11.4% |
| 1Y | +31.4% | 0.0% | +31.4% | +30.4% |
| 3Y | +51.9% | +65.9% | -14.0% | +25.2% |
| 5Y | +177.1% | +109.6% | +67.5% | +108.1% |
| 10Y | +456.3% | +683.8% | -227.5% | +126.3% |
| All | +456.3% | +665.9% | -209.6% | +126.3% |
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 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