+17,564.5%
CAT vs SLB
+820.7%
+16,743.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.7% | -2.6% | -4.9% |
| 7D | -14.5% | -7.7% | -6.7% | -11.7% |
| 30D | -35.7% | -0.7% | -35.0% | -35.6% |
| 3M | -36.3% | 0.0% | -36.3% | -36.6% |
| 6M | -38.5% | -10.4% | -28.1% | -36.6% |
| YTD | -2.5% | +31.5% | -34.0% | -13.5% |
| 1Y | -1.9% | +39.1% | -41.0% | -15.0% |
| 3Y | +139.2% | -5.7% | +144.9% | +136.2% |
| 5Y | +192.1% | +65.4% | +126.7% | +124.1% |
| 10Y | +732.3% | -15.6% | +747.8% | +638.9% |
| All | +17,564.5% | +820.7% | +16,743.9% | +8,386.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling