+990.1%
VZ vs CTAS
+23,129.2%
-22,139.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +0.1% | -1.8% | +1.9% | +0.5% |
| 30D | +7.9% | -0.2% | +8.1% | +7.9% |
| 3M | +13.6% | +11.7% | +2.0% | +10.8% |
| 6M | +1.1% | +0.7% | +0.4% | +0.6% |
| YTD | +29.3% | +7.4% | +21.9% | +26.9% |
| 1Y | +21.2% | -2.1% | +23.3% | +21.3% |
| 3Y | +75.9% | +62.9% | +13.0% | +56.2% |
| 5Y | +24.1% | +111.9% | -87.8% | +3.1% |
| 10Y | +62.4% | +652.2% | -589.8% | -1.4% |
| All | +990.1% | +23,129.2% | -22,139.2% | +275.7% |
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 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