+818.4%
CTAS vs CVE
+132.7%
+685.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.7% | +0.9% |
| 7D | +0.7% | -10.0% | +10.7% | +2.3% |
| 30D | +11.3% | -11.9% | +23.1% | +13.3% |
| 3M | +11.4% | -5.9% | +17.4% | +12.1% |
| 6M | +35.6% | -1.6% | +37.2% | +34.9% |
| YTD | +20.7% | +66.3% | -45.6% | +9.3% |
| 1Y | +22.8% | +57.5% | -34.7% | +12.2% |
| 3Y | +73.4% | +65.4% | +8.0% | +53.6% |
| 5Y | +117.6% | +144.2% | -26.6% | +72.7% |
| 10Y | +818.4% | +135.5% | +682.9% | +460.7% |
| All | +818.4% | +132.7% | +685.7% | +460.7% |
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