+835.9%
CDE vs SLB
+1.7%
+834.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.4% |
| 7D | +2.3% | +0.4% | +1.8% | +2.1% |
| 30D | +18.8% | +13.6% | +5.2% | +11.7% |
| 3M | +23.5% | +1.5% | +22.0% | +21.8% |
| 6M | -8.6% | +23.0% | -31.7% | -18.6% |
| YTD | +16.0% | +51.2% | -35.2% | -6.1% |
| 1Y | +42.1% | +63.5% | -21.4% | +9.5% |
| 3Y | +835.9% | +2.5% | +833.4% | +833.1% |
| All | +835.9% | +1.7% | +834.1% | +833.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling