-29.6%
CLS vs SLB
+45.4%
-75.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -1.1% | -8.0% | -8.9% |
| 7D | -21.1% | -4.1% | -17.1% | -20.5% |
| 30D | -38.2% | +2.5% | -40.8% | -38.3% |
| 3M | -36.3% | +2.0% | -38.3% | -36.7% |
| 6M | -43.8% | -6.3% | -37.5% | -41.8% |
| YTD | -20.0% | +36.5% | -56.6% | -23.5% |
| 1Y | -29.6% | +46.2% | -75.8% | -31.4% |
| All | -29.6% | +45.4% | -75.0% | -31.4% |
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