+184.1%
VRTX vs CTAS
+113.1%
+71.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | +0.8% | -1.8% | +2.6% | +1.4% |
| 30D | +12.6% | -0.2% | +12.8% | +12.7% |
| 3M | +23.6% | +11.7% | +11.9% | +18.7% |
| 6M | +14.3% | +0.7% | +13.6% | +13.4% |
| YTD | +20.5% | +7.4% | +13.1% | +16.6% |
| 1Y | +37.6% | -2.1% | +39.7% | +37.7% |
| 3Y | +55.5% | +62.9% | -7.4% | +27.5% |
| All | +184.1% | +113.1% | +71.0% | +102.0% |
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 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