+76.4%
SLB vs CTAS
+115.4%
-39.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | +3.5% | +1.7% | +1.8% | +3.0% |
| 30D | +6.5% | +8.4% | -1.9% | +3.9% |
| 3M | -0.2% | +13.0% | -13.3% | -3.9% |
| 6M | -5.7% | +39.1% | -44.8% | -15.3% |
| YTD | +36.8% | +21.2% | +15.6% | +28.4% |
| 1Y | +45.8% | +21.6% | +24.2% | +36.6% |
| 3Y | +3.4% | +73.2% | -69.9% | -14.7% |
| All | +76.4% | +115.4% | -39.0% | +31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling