+214.5%
CVX vs CTAS
+814.6%
-600.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +2.0% | +1.8% |
| 7D | +3.4% | +2.0% | +1.4% | +2.5% |
| 30D | -1.0% | +8.7% | -9.7% | -5.1% |
| 3M | +12.2% | +13.3% | -1.1% | +5.2% |
| 6M | +20.3% | +39.4% | -19.0% | +1.1% |
| YTD | +48.3% | +21.5% | +26.8% | +32.6% |
| 1Y | +46.9% | +21.9% | +25.0% | +31.0% |
| 3Y | +73.1% | +73.6% | -0.5% | +23.1% |
| 5Y | +135.2% | +116.2% | +19.0% | +43.3% |
| All | +214.5% | +814.6% | -600.0% | +4.4% |
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