+834.0%
CTAS vs CVE
+136.1%
+697.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | +1.2% | -16.1% | +17.3% | +3.9% |
| 30D | +12.8% | -10.4% | +23.1% | +14.5% |
| 3M | +10.3% | -2.4% | +12.7% | +10.3% |
| 6M | +32.0% | -4.4% | +36.4% | +31.9% |
| YTD | +19.1% | +64.9% | -45.8% | +8.0% |
| 1Y | +21.5% | +66.0% | -44.5% | +9.9% |
| 3Y | +76.0% | +57.7% | +18.4% | +57.2% |
| 5Y | +110.9% | +144.7% | -33.9% | +67.2% |
| All | +834.0% | +136.1% | +697.8% | +471.5% |
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