+46.2%
SLB vs CTAS
+25.6%
+20.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.3% |
| 7D | -4.1% | +7.6% | -11.7% | -4.6% |
| 30D | +2.5% | +17.2% | -14.7% | +0.8% |
| 3M | +2.0% | +12.8% | -10.8% | +0.7% |
| 6M | -6.3% | +38.0% | -44.3% | -10.7% |
| YTD | +36.5% | +22.7% | +13.8% | +35.7% |
| 1Y | +46.2% | +25.6% | +20.6% | +41.2% |
| All | +46.2% | +25.6% | +20.6% | +41.2% |
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 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