+70.6%
VZ vs CTAS
+820.8%
-750.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | +2.4% | +0.7% | +1.7% | +2.2% |
| 30D | +11.2% | +11.3% | -0.1% | +8.7% |
| 3M | 0.0% | +11.4% | -11.4% | -2.3% |
| 6M | +1.3% | +35.6% | -34.3% | -5.2% |
| YTD | +21.3% | +20.7% | +0.6% | +16.2% |
| 1Y | +23.9% | +22.8% | +1.1% | +18.3% |
| 3Y | +57.7% | +73.4% | -15.7% | +38.9% |
| 5Y | +21.2% | +117.6% | -96.4% | +0.8% |
| 10Y | +70.6% | +818.4% | -747.9% | +1.2% |
| All | +70.6% | +820.8% | -750.3% | +1.2% |
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