+5.1%
VUG vs CTAS
+23.3%
-18.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.9% |
| 7D | +2.5% | +1.7% | +0.8% | +2.5% |
| 30D | -6.3% | +8.4% | -14.7% | -6.1% |
| 3M | -6.0% | +13.0% | -19.1% | -5.9% |
| 6M | -3.5% | +39.1% | -42.6% | -6.1% |
| YTD | +3.9% | +21.2% | -17.3% | +3.7% |
| 1Y | +5.1% | +21.6% | -16.5% | +4.7% |
| All | +5.1% | +23.3% | -18.2% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling