+8.9%
CAT vs SLB
+45.4%
-36.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.1% | -4.1% | -4.9% |
| 7D | -17.1% | -4.1% | -13.0% | -16.0% |
| 30D | -30.1% | +2.5% | -32.7% | -30.7% |
| 3M | -32.4% | +2.0% | -34.4% | -33.1% |
| 6M | -32.1% | -6.3% | -25.8% | -30.8% |
| YTD | +4.1% | +36.5% | -32.5% | -6.5% |
| 1Y | +8.9% | +46.2% | -37.3% | -1.6% |
| All | +8.9% | +45.4% | -36.5% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling