+12,036.0%
VRTX vs CTAS
+14,499.8%
-2,463.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | +0.8% | -1.8% | +2.6% | +1.6% |
| 30D | +12.6% | -0.2% | +12.8% | +12.7% |
| 3M | +23.6% | +11.7% | +11.9% | +17.4% |
| 6M | +14.3% | +0.7% | +13.6% | +12.9% |
| YTD | +20.5% | +7.4% | +13.1% | +15.6% |
| 1Y | +37.6% | -2.1% | +39.7% | +37.2% |
| 3Y | +55.5% | +62.9% | -7.4% | +22.6% |
| 5Y | +175.7% | +111.9% | +63.9% | +91.0% |
| 10Y | +474.2% | +652.2% | -178.0% | +109.5% |
| All | +12,036.0% | +14,499.8% | -2,463.8% | +1,199.3% |
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