-0.1%
CTAS vs CVE
+109.0%
-109.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | +0.1% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | -1.0% | +17.5% | -18.5% | -0.2% |
| 3M | +15.8% | +16.2% | -0.4% | +16.5% |
| 6M | -1.0% | +47.8% | -48.8% | +0.6% |
| YTD | +7.4% | +98.5% | -91.1% | +10.5% |
| 1Y | -0.1% | +109.8% | -109.9% | +5.0% |
| All | -0.1% | +109.0% | -109.1% | +5.0% |
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