-89.4%
CDE vs SLB
+966.6%
-1,056.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | +0.5% | +0.8% | -0.3% | +0.1% |
| 30D | +21.9% | +15.8% | +6.0% | +13.6% |
| 3M | +14.9% | -0.3% | +15.3% | +14.0% |
| 6M | -10.5% | +21.3% | -31.8% | -19.1% |
| YTD | +19.3% | +52.3% | -33.0% | -2.3% |
| 1Y | +50.8% | +63.6% | -12.8% | +18.8% |
| 3Y | +782.3% | +3.8% | +778.6% | +735.4% |
| 5Y | +191.7% | +128.6% | +63.0% | +88.5% |
| 10Y | +57.6% | -3.1% | +60.7% | +29.8% |
| All | -89.4% | +966.6% | -1,056.0% | -93.6% |
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