+41.1%
CLS vs SLB
+68.3%
-27.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +4.6% | +0.8% | +3.7% | +4.4% |
| 30D | -13.9% | +15.8% | -29.7% | -16.6% |
| 3M | -26.6% | -0.3% | -26.2% | -24.5% |
| 6M | +15.4% | +21.3% | -5.9% | +11.9% |
| YTD | +5.7% | +52.3% | -46.6% | -2.7% |
| 1Y | +41.1% | +63.6% | -22.5% | +24.3% |
| All | +41.1% | +68.3% | -27.2% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling