+1.8%
SLB vs CTAS
+75.3%
-73.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +2.6% | +0.5% | +2.1% | +2.4% |
| 30D | +4.4% | +10.2% | -5.9% | +1.9% |
| 3M | -2.7% | +12.1% | -14.8% | -5.5% |
| 6M | -7.5% | +38.3% | -45.8% | -15.3% |
| YTD | +34.8% | +21.9% | +12.9% | +28.1% |
| 1Y | +44.6% | +24.0% | +20.6% | +36.6% |
| All | +1.8% | +75.3% | -73.5% | -5.8% |
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