+90.1%
SLB vs CTVA
+223.3%
-133.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.7% |
| 7D | +0.8% | +4.9% | -4.1% | -2.1% |
| 30D | +15.8% | +11.9% | +3.9% | +8.1% |
| 3M | -0.3% | +13.7% | -14.0% | -9.1% |
| 6M | +21.3% | +13.1% | +8.2% | +10.2% |
| YTD | +52.3% | +32.0% | +20.3% | +25.9% |
| 1Y | +63.6% | +22.1% | +41.5% | +40.6% |
| 3Y | +3.8% | +77.5% | -73.7% | -32.0% |
| 5Y | +128.6% | +106.3% | +22.4% | +34.1% |
| All | +90.1% | +223.3% | -133.2% | -22.6% |
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