+57.7%
VZ vs CTAS
+74.6%
-16.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | +2.4% | +0.7% | +1.7% | +2.2% |
| 30D | +11.2% | +11.3% | -0.1% | +8.8% |
| 3M | 0.0% | +11.4% | -11.4% | -2.2% |
| 6M | +1.3% | +35.6% | -34.3% | -4.5% |
| YTD | +21.3% | +20.7% | +0.6% | +16.9% |
| 1Y | +23.9% | +22.8% | +1.1% | +19.0% |
| 3Y | +57.7% | +73.4% | -15.7% | +51.5% |
| All | +57.7% | +74.6% | -16.9% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling