+3,386.2%
CTAS vs CVE
+89.9%
+3,296.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | -1.8% | +2.5% | -4.3% | -2.3% |
| 30D | -0.2% | +16.7% | -16.9% | -3.1% |
| 3M | +11.7% | +9.3% | +2.4% | +9.4% |
| 6M | +0.7% | +43.6% | -42.9% | -6.6% |
| YTD | +7.4% | +93.6% | -86.2% | -6.1% |
| 1Y | -2.1% | +98.8% | -100.9% | -15.1% |
| 3Y | +62.9% | +73.6% | -10.7% | +41.6% |
| 5Y | +111.9% | +312.5% | -200.6% | +47.9% |
| 10Y | +652.2% | +161.0% | +491.1% | +374.6% |
| All | +3,386.2% | +89.9% | +3,296.3% | +2,197.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling