+45.9%
OXY vs CTAS
+25.6%
+20.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.4% | -7.5% | -5.0% |
| 7D | -8.8% | +7.6% | -16.4% | -8.5% |
| 30D | -1.7% | +17.2% | -18.9% | -0.9% |
| 3M | +4.5% | +12.8% | -8.2% | +5.2% |
| 6M | -4.0% | +38.0% | -42.0% | -2.8% |
| YTD | +41.4% | +22.7% | +18.7% | +44.8% |
| 1Y | +45.9% | +25.6% | +20.2% | +48.4% |
| All | +45.9% | +25.6% | +20.3% | +48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling