-4.8%
SLB vs CTAS
+658.8%
-663.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.4% | 0.0% | +0.5% | +0.4% |
| 30D | +13.6% | -1.0% | +14.6% | +14.1% |
| 3M | +1.5% | +15.8% | -14.3% | -7.4% |
| 6M | +23.0% | -1.0% | +24.0% | +22.1% |
| YTD | +51.2% | +7.4% | +43.8% | +42.9% |
| 1Y | +63.5% | -0.1% | +63.6% | +60.7% |
| 3Y | +2.5% | +66.3% | -63.8% | -28.5% |
| 5Y | +139.2% | +111.0% | +28.2% | +38.2% |
| 10Y | -4.8% | +662.9% | -667.7% | -68.3% |
| All | -4.8% | +658.8% | -663.6% | -68.3% |
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