+213.9%
CAT vs SLB
+76.5%
+137.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.5% |
| 7D | +7.4% | +3.5% | +3.9% | +6.0% |
| 30D | -19.7% | +6.5% | -26.2% | -21.8% |
| 3M | -29.6% | -0.2% | -29.4% | -29.8% |
| 6M | -33.2% | -5.7% | -27.5% | -32.3% |
| YTD | +5.7% | +36.8% | -31.2% | -8.9% |
| 1Y | +9.3% | +45.8% | -36.4% | -8.4% |
| 3Y | +158.3% | +3.4% | +155.0% | +143.4% |
| All | +213.9% | +76.5% | +137.4% | +130.3% |
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