+210.1%
CAT vs SLB
+64.5%
+145.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.9% | +6.3% | +6.8% |
| 7D | -2.4% | -3.7% | +1.3% | -0.8% |
| 30D | -25.0% | +2.9% | -27.9% | -25.9% |
| 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% | -8.2% |
| 1Y | +7.3% | +40.8% | -33.5% | -8.9% |
| 3Y | +166.0% | +3.2% | +162.9% | +151.0% |
| 5Y | +210.1% | +64.8% | +145.3% | +135.1% |
| All | +210.1% | +64.5% | +145.6% | +135.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling