+5.9%
OXY vs CTAS
+675.6%
-669.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.7% |
| 7D | +1.4% | -1.3% | +2.7% | +2.2% |
| 30D | +4.0% | -3.1% | +7.1% | +6.0% |
| 3M | +7.6% | +10.3% | -2.7% | 0.0% |
| 6M | +16.2% | +1.6% | +14.6% | +12.6% |
| YTD | +50.8% | +6.3% | +44.5% | +41.8% |
| 1Y | +34.7% | -0.5% | +35.2% | +31.8% |
| 3Y | -1.0% | +64.6% | -65.6% | -35.7% |
| 5Y | +163.2% | +106.0% | +57.2% | +38.5% |
| All | +5.9% | +675.6% | -669.7% | -69.9% |
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 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