+4,743.7%
CVX vs CTAS
+26,004.1%
-21,260.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | -6.2% | +0.7% | -6.9% | -6.4% |
| 30D | -0.4% | +11.3% | -11.7% | -3.2% |
| 3M | +9.3% | +11.4% | -2.1% | +6.0% |
| 6M | +18.4% | +35.6% | -17.3% | +8.6% |
| YTD | +42.5% | +20.7% | +21.8% | +34.4% |
| 1Y | +41.0% | +22.8% | +18.2% | +32.4% |
| 3Y | +67.5% | +73.4% | -5.9% | +41.8% |
| 5Y | +126.1% | +117.6% | +8.5% | +78.2% |
| 10Y | +198.8% | +818.4% | -619.7% | +68.0% |
| All | +4,743.7% | +26,004.1% | -21,260.4% | +1,633.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling