+12,057.6%
VRTX vs CTAS
+16,094.0%
-4,036.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.6% |
| 7D | -2.1% | +1.2% | -3.3% | -2.6% |
| 30D | +8.2% | +12.8% | -4.6% | +2.7% |
| 3M | +13.0% | +10.3% | +2.7% | +8.2% |
| 6M | +27.9% | +32.0% | -4.1% | +12.8% |
| YTD | +20.7% | +19.1% | +1.5% | +10.6% |
| 1Y | +31.4% | +21.5% | +10.0% | +19.4% |
| 3Y | +41.8% | +76.0% | -34.2% | +8.1% |
| 5Y | +183.7% | +110.9% | +72.8% | +96.9% |
| 10Y | +592.9% | +849.8% | -256.9% | +127.7% |
| All | +12,057.6% | +16,094.0% | -4,036.4% | +1,143.1% |
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