-35.3%
CLS vs SLB
+39.9%
-75.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.9% | +6.9% | +7.7% |
| 7D | -10.6% | -3.7% | -6.9% | -9.8% |
| 30D | -38.4% | +2.9% | -41.4% | -38.4% |
| 3M | -29.9% | +0.2% | -30.1% | -29.9% |
| 6M | -40.6% | -4.4% | -36.2% | -39.0% |
| YTD | -24.6% | +33.4% | -58.0% | -26.8% |
| All | -35.3% | +39.9% | -75.3% | -35.7% |
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 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