+114.7%
CTAS vs CVE
+148.3%
-33.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.9% |
| 7D | +3.8% | -14.1% | +17.9% | +5.0% |
| 30D | +15.5% | -11.6% | +27.2% | +16.5% |
| 3M | +12.7% | 0.0% | +12.7% | +12.4% |
| 6M | +34.5% | -8.4% | +42.9% | +34.9% |
| YTD | +21.3% | +65.9% | -44.6% | +14.6% |
| 1Y | +23.1% | +69.4% | -46.3% | +15.9% |
| 3Y | +79.3% | +55.9% | +23.4% | +67.2% |
| 5Y | +114.7% | +146.2% | -31.5% | +87.9% |
| All | +114.7% | +148.3% | -33.6% | +87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling