+820.2%
CTAS vs CVE
+144.4%
+675.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.5% |
| 7D | -0.8% | +0.1% | -0.8% | -0.8% |
| 30D | +10.7% | -10.8% | +21.6% | +12.6% |
| 3M | +11.0% | -4.3% | +15.3% | +11.4% |
| 6M | +38.7% | -1.5% | +40.2% | +38.0% |
| YTD | +21.8% | +70.7% | -49.0% | +9.8% |
| 1Y | +23.6% | +58.1% | -34.5% | +12.8% |
| 3Y | +74.9% | +69.8% | +5.1% | +54.3% |
| 5Y | +119.5% | +148.9% | -29.5% | +73.7% |
| 10Y | +820.2% | +143.5% | +676.7% | +460.3% |
| All | +820.2% | +144.4% | +675.8% | +460.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling