+139.2%
SLB vs CTVA
+104.3%
+34.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.4% |
| 7D | +0.4% | -2.1% | +2.5% | +1.4% |
| 30D | +13.6% | +12.0% | +1.5% | +7.3% |
| 3M | +1.5% | +13.5% | -12.0% | -6.1% |
| 6M | +23.0% | +12.1% | +10.9% | +13.8% |
| YTD | +51.2% | +29.0% | +22.2% | +29.8% |
| 1Y | +63.5% | +18.9% | +44.6% | +45.7% |
| 3Y | +2.5% | +78.9% | -76.4% | -28.9% |
| 5Y | +139.2% | +105.2% | +33.9% | +57.0% |
| All | +139.2% | +104.3% | +34.9% | +57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling