+65.7%
CTAS vs CVE
+72.1%
-6.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | -1.8% | +2.5% | -4.3% | -1.9% |
| 30D | -0.2% | +16.7% | -16.9% | -0.8% |
| 3M | +11.7% | +9.3% | +2.4% | +11.2% |
| 6M | +0.7% | +43.6% | -42.9% | -1.3% |
| YTD | +7.4% | +93.6% | -86.2% | +3.2% |
| 1Y | -2.1% | +98.8% | -100.9% | -6.2% |
| All | +65.7% | +72.1% | -6.3% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling