+773.9%
CLS vs SLB
+1.1%
+772.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.8% |
| 7D | -13.9% | -4.3% | -9.6% | -12.3% |
| 30D | -38.2% | +1.9% | -40.1% | -38.4% |
| 3M | -28.8% | -5.7% | -23.1% | -27.5% |
| 6M | -40.4% | -5.3% | -35.0% | -39.6% |
| YTD | -24.3% | +32.2% | -56.4% | -34.5% |
| 1Y | -35.0% | +38.5% | -73.5% | -45.1% |
| All | +773.9% | +1.1% | +772.8% | +711.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling