+221.9%
CVX vs CTAS
+665.9%
-444.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +1.0% | +1.0% | 0.0% | +0.5% |
| 30D | +10.7% | -1.1% | +11.7% | +11.1% |
| 3M | +15.5% | +11.5% | +4.0% | +8.7% |
| 6M | +14.9% | +0.2% | +14.7% | +13.4% |
| YTD | +44.2% | +7.2% | +37.0% | +37.4% |
| 1Y | +43.5% | 0.0% | +43.5% | +41.3% |
| 3Y | +45.0% | +65.9% | -21.0% | +4.8% |
| 5Y | +172.2% | +109.6% | +62.6% | +66.5% |
| 10Y | +221.9% | +683.8% | -461.9% | +8.5% |
| All | +221.9% | +665.9% | -444.0% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 10y: compounded portfolio wealth divided by compounded CTAS 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…
10y analysis · Full analysis span regression · 6 months rolling