+51.6%
CDE vs SLB
-12.7%
+64.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.8% |
| 7D | -9.6% | +3.5% | -13.1% | -10.9% |
| 30D | -6.7% | +6.5% | -13.2% | -9.3% |
| 3M | -24.2% | -0.2% | -24.0% | -24.5% |
| 6M | -29.1% | -5.7% | -23.4% | -28.2% |
| YTD | -21.5% | +36.8% | -58.3% | -31.8% |
| 1Y | -7.4% | +45.8% | -53.2% | -21.8% |
| 3Y | +596.3% | +3.4% | +592.9% | +563.8% |
| 5Y | +95.7% | +76.1% | +19.6% | +49.3% |
| All | +51.6% | -12.7% | +64.4% | +36.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling