+958.5%
SLB vs CTAS
+23,129.2%
-22,170.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +0.8% | -1.8% | +2.7% | +1.4% |
| 30D | +15.8% | -0.2% | +16.0% | +15.8% |
| 3M | -0.3% | +11.7% | -12.0% | -4.5% |
| 6M | +21.3% | +0.7% | +20.6% | +20.0% |
| YTD | +52.3% | +7.4% | +44.9% | +47.4% |
| 1Y | +63.6% | -2.1% | +65.7% | +63.1% |
| 3Y | +3.8% | +62.9% | -59.2% | -13.9% |
| 5Y | +128.6% | +111.9% | +16.8% | +71.6% |
| 10Y | -3.1% | +652.2% | -655.3% | -49.9% |
| All | +958.5% | +23,129.2% | -22,170.7% | +176.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling