+72.6%
VZ vs CTAS
+814.6%
-741.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +1.5% | +2.0% | -0.5% | +1.1% |
| 30D | +4.4% | +8.7% | -4.3% | +2.5% |
| 3M | -2.4% | +13.3% | -15.6% | -5.0% |
| 6M | +1.4% | +39.4% | -38.0% | -5.6% |
| YTD | +21.4% | +21.5% | -0.1% | +16.1% |
| 1Y | +20.3% | +21.9% | -1.6% | +15.0% |
| 3Y | +57.4% | +73.6% | -16.3% | +38.6% |
| 5Y | +21.9% | +116.2% | -94.3% | +1.6% |
| All | +72.6% | +814.6% | -741.9% | +3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling