+1,628.1%
CLS vs SLB
-16.2%
+1,644.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -22.2% | -7.1% | -15.1% | -19.7% |
| 30D | -44.4% | +4.1% | -48.5% | -45.2% |
| 3M | -34.3% | -2.6% | -31.6% | -34.0% |
| 6M | -50.1% | -8.6% | -41.5% | -49.0% |
| YTD | -30.1% | +32.2% | -62.3% | -39.1% |
| 1Y | -39.3% | +40.7% | -80.0% | -48.6% |
| 3Y | +732.7% | -4.5% | +737.2% | +708.5% |
| 5Y | +1,777.2% | +66.4% | +1,710.8% | +1,248.2% |
| All | +1,628.1% | -16.2% | +1,644.3% | +1,011.1% |
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 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