+0.7%
OXY vs CTAS
+74.7%
-74.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +4.2% | +2.0% | +2.2% | +3.9% |
| 30D | -4.3% | +8.7% | -13.0% | -5.6% |
| 3M | +2.3% | +13.3% | -11.0% | +0.3% |
| 6M | +5.5% | +39.4% | -33.8% | -0.7% |
| YTD | +44.9% | +21.5% | +23.4% | +40.1% |
| 1Y | +42.6% | +21.9% | +20.7% | +37.7% |
| 3Y | +0.7% | +73.6% | -72.9% | -6.6% |
| All | +0.7% | +74.7% | -74.0% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling