+725.3%
CAT vs SLB
-16.2%
+741.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -10.3% | -7.1% | -3.2% | -7.4% |
| 30D | -31.2% | +4.1% | -35.3% | -32.4% |
| 3M | -34.7% | -2.6% | -32.0% | -34.3% |
| 6M | -39.5% | -8.6% | -30.9% | -37.9% |
| YTD | -1.7% | +32.2% | -33.9% | -14.0% |
| 1Y | -1.1% | +40.7% | -41.8% | -16.0% |
| 3Y | +143.9% | -4.5% | +148.4% | +138.4% |
| 5Y | +194.8% | +66.4% | +128.4% | +118.5% |
| All | +725.3% | -16.2% | +741.6% | +704.4% |
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