-2.1%
CTAS vs CVE
+99.6%
-101.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.3% |
| 7D | -1.8% | +2.5% | -4.3% | -1.7% |
| 30D | -0.2% | +16.7% | -16.9% | +0.5% |
| 3M | +11.7% | +9.3% | +2.4% | +12.1% |
| 6M | +0.7% | +43.6% | -42.9% | +2.0% |
| YTD | +7.4% | +93.6% | -86.2% | +9.8% |
| 1Y | -2.1% | +98.8% | -100.9% | +1.0% |
| All | -2.1% | +99.6% | -101.7% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 1y: compounded portfolio wealth divided by compounded CVE 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…
1y analysis · Full analysis span regression · 6 months rolling