+223.5%
C vs SLB
-16.2%
+239.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -2.4% | -7.1% | +4.7% | +0.9% |
| 30D | -6.0% | +4.1% | -10.1% | -7.9% |
| 3M | -10.5% | -2.6% | -7.9% | -10.3% |
| 6M | -5.7% | -8.6% | +2.8% | -3.7% |
| YTD | +4.1% | +32.2% | -28.1% | -11.7% |
| 1Y | +20.5% | +40.7% | -20.2% | -1.1% |
| 3Y | +208.1% | -4.5% | +212.6% | +194.6% |
| 5Y | +110.4% | +66.4% | +44.1% | +37.5% |
| All | +223.5% | -16.2% | +239.8% | +112.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 10y: compounded portfolio wealth divided by compounded SLB 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…
10y analysis · Full analysis span regression · 6 months rolling