+4,790.9%
CVX vs CTAS
+26,233.5%
-21,442.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.7% |
| 7D | -1.7% | -0.8% | -0.9% | -1.5% |
| 30D | -0.8% | +10.7% | -11.5% | -3.5% |
| 3M | +9.4% | +11.0% | -1.6% | +6.2% |
| 6M | +17.5% | +38.7% | -21.2% | +7.1% |
| YTD | +43.8% | +21.8% | +22.1% | +35.4% |
| 1Y | +41.9% | +23.6% | +18.3% | +33.0% |
| 3Y | +69.1% | +74.9% | -5.8% | +42.8% |
| 5Y | +128.3% | +119.5% | +8.8% | +79.5% |
| 10Y | +204.9% | +820.2% | -615.3% | +71.3% |
| All | +4,790.9% | +26,233.5% | -21,442.6% | +1,646.8% |
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