+54.3%
CDE vs SLB
-4.7%
+59.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.4% |
| 7D | -6.1% | -2.4% | -3.6% | -5.1% |
| 30D | +9.5% | +4.9% | +4.6% | +7.2% |
| 3M | +32.0% | +1.4% | +30.6% | +29.9% |
| 6M | -12.8% | +17.6% | -30.4% | -19.5% |
| YTD | +14.2% | +48.3% | -34.1% | -3.9% |
| 1Y | +36.3% | +58.7% | -22.4% | +10.9% |
| 3Y | +821.4% | +0.6% | +820.8% | +787.7% |
| 5Y | +194.3% | +133.6% | +60.7% | +101.4% |
| All | +54.3% | -4.7% | +59.0% | +37.0% |
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