-67.5%
CBRS vs SLB
-7.1%
-60.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.1% | +5.8% | +7.1% |
| 7D | +10.0% | -1.2% | +11.2% | +10.6% |
| 30D | -31.1% | +4.5% | -35.6% | -31.0% |
| 3M | -56.9% | -4.6% | -52.4% | -55.8% |
| All | -67.5% | -7.1% | -60.5% | -62.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling