+21.5%
CTAS vs CVE
+67.8%
-46.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.8% |
| 7D | +1.2% | -16.1% | +17.3% | +0.4% |
| 30D | +12.8% | -10.4% | +23.1% | +12.3% |
| 3M | +10.3% | -2.4% | +12.7% | +10.1% |
| 6M | +32.0% | -4.4% | +36.4% | +31.8% |
| YTD | +19.1% | +64.9% | -45.8% | +18.9% |
| 1Y | +21.5% | +66.0% | -44.5% | +21.7% |
| All | +21.5% | +67.8% | -46.3% | +21.7% |
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 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