+918.2%
VZ vs CTAS
+26,135.0%
-25,216.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | +5.6% | +3.8% | +1.8% | +4.8% |
| 30D | +1.9% | +15.5% | -13.7% | -1.3% |
| 3M | +0.8% | +12.7% | -11.9% | -1.9% |
| 6M | +0.6% | +34.5% | -33.9% | -5.9% |
| YTD | +20.8% | +21.3% | -0.5% | +15.3% |
| 1Y | +23.9% | +23.1% | +0.9% | +17.9% |
| 3Y | +55.7% | +79.3% | -23.7% | +35.4% |
| 5Y | +21.5% | +114.7% | -93.2% | +0.7% |
| 10Y | +68.5% | +867.1% | -798.7% | -3.2% |
| All | +918.2% | +26,135.0% | -25,216.8% | +241.5% |
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 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