+1,751.5%
CLS vs SLB
-15.8%
+1,767.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.9% | +6.9% | +7.5% |
| 7D | -10.6% | -3.7% | -6.9% | -9.0% |
| 30D | -38.4% | +2.9% | -41.4% | -39.0% |
| 3M | -29.9% | +0.2% | -30.1% | -30.3% |
| 6M | -40.6% | -4.4% | -36.2% | -40.4% |
| YTD | -24.6% | +33.4% | -58.0% | -34.5% |
| 1Y | -30.8% | +40.8% | -71.6% | -41.3% |
| 3Y | +811.7% | +3.2% | +808.6% | +759.1% |
| 5Y | +1,838.4% | +64.8% | +1,773.6% | +1,299.3% |
| 10Y | +1,751.5% | -16.6% | +1,768.1% | +1,085.7% |
| All | +1,751.5% | -15.8% | +1,767.3% | +1,085.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling