+326.0%
CAT vs SLB
+132.5%
+193.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | +1.7% | +0.8% | +0.9% | +1.3% |
| 30D | -6.6% | +15.8% | -22.4% | -12.4% |
| 3M | -13.3% | -0.3% | -12.9% | -13.8% |
| 6M | +11.6% | +21.3% | -9.7% | +1.7% |
| YTD | +42.9% | +52.3% | -9.4% | +18.0% |
| 1Y | +95.4% | +63.6% | +31.8% | +55.8% |
| 3Y | +196.6% | +3.8% | +192.8% | +178.6% |
| All | +326.0% | +132.5% | +193.5% | +172.8% |
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