+166.0%
CAT vs SLB
+2.4%
+163.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.9% | +6.3% | +6.8% |
| 7D | -2.4% | -3.7% | +1.3% | -0.7% |
| 30D | -25.0% | +2.9% | -27.9% | -26.0% |
| 3M | -28.7% | +0.2% | -28.9% | -29.2% |
| 6M | -33.0% | -4.4% | -28.5% | -32.4% |
| YTD | +5.4% | +33.4% | -28.0% | -9.7% |
| 1Y | +7.3% | +40.8% | -33.5% | -10.8% |
| 3Y | +166.0% | +3.2% | +162.9% | +146.9% |
| All | +166.0% | +2.4% | +163.6% | +146.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling