+3,837.4%
CTAS vs CVE
+62.8%
+3,774.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.7% |
| 7D | +3.8% | -14.1% | +17.9% | +6.5% |
| 30D | +15.5% | -11.6% | +27.2% | +17.9% |
| 3M | +12.7% | 0.0% | +12.7% | +12.2% |
| 6M | +34.5% | -8.4% | +42.9% | +35.4% |
| YTD | +21.3% | +65.9% | -44.6% | +8.7% |
| 1Y | +23.1% | +69.4% | -46.3% | +9.7% |
| 3Y | +79.3% | +55.9% | +23.4% | +58.5% |
| 5Y | +114.7% | +146.2% | -31.5% | +66.2% |
| 10Y | +867.1% | +140.6% | +726.5% | +516.3% |
| All | +3,837.4% | +62.8% | +3,774.6% | +2,559.4% |
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