+63.6%
SLB vs CTVA
+22.4%
+41.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.3% |
| 7D | +0.8% | +4.9% | -4.1% | +0.2% |
| 30D | +15.8% | +11.9% | +3.9% | +13.9% |
| 3M | -0.3% | +13.7% | -14.0% | -3.5% |
| 6M | +21.3% | +13.1% | +8.2% | +16.9% |
| YTD | +52.3% | +32.0% | +20.3% | +41.2% |
| 1Y | +63.6% | +22.1% | +41.5% | +47.9% |
| All | +63.6% | +22.4% | +41.2% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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