+202.9%
CDE vs SLB
+139.6%
+63.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -2.0% | -1.9% | -0.1% | -1.1% |
| 30D | +15.7% | +7.8% | +7.9% | +11.3% |
| 3M | +30.5% | +2.7% | +27.8% | +27.4% |
| 6M | -7.4% | +22.2% | -29.5% | -17.4% |
| YTD | +17.9% | +51.1% | -33.2% | -5.0% |
| 1Y | +46.7% | +63.3% | -16.6% | +12.8% |
| 3Y | +851.3% | +2.4% | +848.9% | +806.7% |
| 5Y | +202.9% | +139.3% | +63.6% | +89.0% |
| All | +202.9% | +139.6% | +63.3% | +89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling