-92.3%
CDE vs SLB
+825.5%
-917.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.0% | -6.1% | -6.6% |
| 7D | +14.0% | -4.3% | +18.3% | +16.2% |
| 30D | -10.7% | +1.9% | -12.7% | -11.7% |
| 3M | -15.8% | -5.7% | -10.0% | -14.0% |
| 6M | -17.5% | -5.3% | -12.2% | -16.6% |
| YTD | -14.1% | +32.2% | -46.3% | -25.4% |
| 1Y | +2.9% | +38.5% | -35.6% | -12.6% |
| 3Y | +625.5% | +1.1% | +624.3% | +594.1% |
| 5Y | +117.1% | +70.3% | +46.9% | +60.0% |
| 10Y | +52.9% | -17.3% | +70.2% | +34.4% |
| All | -92.3% | +825.5% | -917.8% | -95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling