+4,683.6%
CVX vs CTAS
+23,129.2%
-18,445.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +3.3% | -1.8% | +5.2% | +3.8% |
| 30D | +12.9% | -0.2% | +13.1% | +12.9% |
| 3M | +11.7% | +11.7% | 0.0% | +8.1% |
| 6M | +14.1% | +0.7% | +13.4% | +13.2% |
| YTD | +40.7% | +7.4% | +33.3% | +37.1% |
| 1Y | +37.5% | -2.1% | +39.6% | +37.2% |
| 3Y | +43.9% | +62.9% | -19.0% | +23.9% |
| 5Y | +161.5% | +111.9% | +49.6% | +107.7% |
| 10Y | +215.1% | +652.2% | -437.1% | +86.2% |
| All | +4,683.6% | +23,129.2% | -18,445.6% | +1,669.2% |
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