-6.3%
SLB vs CTVA
-0.4%
-5.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.4% | +2.1% |
| 7D | -1.2% | -1.0% | -0.2% | -1.2% |
| 30D | +4.5% | -8.7% | +13.2% | +4.1% |
| 3M | -4.6% | +6.4% | -11.0% | -4.5% |
| 6M | -6.3% | -1.9% | -4.4% | -5.4% |
| All | -6.3% | -0.4% | -5.9% | -5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling