+1,308.1%
OXY vs CTAS
+26,175.4%
-24,867.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +4.2% | +2.0% | +2.2% | +3.5% |
| 30D | -4.3% | +8.7% | -13.0% | -7.1% |
| 3M | +2.3% | +13.3% | -11.0% | -2.1% |
| 6M | +5.5% | +39.4% | -33.8% | -6.1% |
| YTD | +44.9% | +21.5% | +23.4% | +34.2% |
| 1Y | +42.6% | +21.9% | +20.7% | +31.9% |
| 3Y | +0.7% | +73.6% | -72.9% | -18.4% |
| 5Y | +96.9% | +116.2% | -19.3% | +46.9% |
| 10Y | +18.8% | +818.2% | -799.4% | -39.2% |
| All | +1,308.1% | +26,175.4% | -24,867.2% | +313.4% |
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 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