+12,075.3%
VRTX vs CTAS
+16,306.6%
-4,231.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.9% |
| 7D | +3.2% | +0.7% | +2.5% | +2.9% |
| 30D | +7.4% | +11.3% | -3.9% | +2.5% |
| 3M | +4.6% | +11.4% | -6.8% | -0.3% |
| 6M | +27.5% | +35.6% | -8.2% | +11.1% |
| YTD | +20.9% | +20.7% | +0.2% | +10.1% |
| 1Y | +30.1% | +22.8% | +7.2% | +17.6% |
| 3Y | +46.6% | +73.4% | -26.8% | +12.6% |
| 5Y | +191.6% | +117.6% | +74.0% | +99.7% |
| 10Y | +474.5% | +818.4% | -343.9% | +91.6% |
| All | +12,075.3% | +16,306.6% | -4,231.3% | +1,138.0% |
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 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