+68.4%
SLB vs CTVA
+197.7%
-129.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.4% | +2.3% |
| 7D | -1.2% | -1.0% | -0.2% | -0.6% |
| 30D | +4.5% | -8.7% | +13.2% | +9.3% |
| 3M | -4.6% | +6.4% | -11.0% | -10.2% |
| 6M | -6.3% | -1.9% | -4.4% | -8.8% |
| YTD | +35.0% | +21.5% | +13.4% | +14.5% |
| 1Y | +38.8% | +24.3% | +14.5% | +16.1% |
| 3Y | +3.3% | +91.8% | -88.5% | -37.3% |
| 5Y | +73.6% | +78.4% | -4.8% | +9.5% |
| All | +68.4% | +197.7% | -129.3% | -29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling