+40.7%
SLB vs CTAS
+21.0%
+19.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.7% |
| 7D | -7.1% | +1.2% | -8.3% | -7.2% |
| 30D | +4.1% | +12.8% | -8.7% | +2.7% |
| 3M | -2.6% | +10.3% | -12.9% | -3.8% |
| 6M | -8.6% | +32.0% | -40.5% | -12.2% |
| YTD | +32.2% | +19.1% | +13.1% | +31.8% |
| 1Y | +40.7% | +21.5% | +19.2% | +36.9% |
| All | +40.7% | +21.0% | +19.7% | +36.9% |
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 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