+1,929.4%
CLS vs SLB
-14.8%
+1,944.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.1% | +6.4% | +7.7% |
| 7D | +2.8% | -1.2% | +3.9% | +3.5% |
| 30D | -30.1% | +4.5% | -34.6% | -31.1% |
| 3M | -21.7% | -4.6% | -17.2% | -20.6% |
| 6M | -36.2% | -6.3% | -30.0% | -35.5% |
| YTD | -17.8% | +35.0% | -52.8% | -29.0% |
| 1Y | -26.8% | +38.8% | -65.6% | -37.5% |
| 3Y | +853.4% | +3.3% | +850.1% | +798.4% |
| 5Y | +2,005.0% | +73.6% | +1,931.4% | +1,386.6% |
| 10Y | +1,929.4% | -14.2% | +1,943.6% | +1,192.4% |
| All | +1,929.4% | -14.8% | +1,944.2% | +1,192.4% |
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 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