+3,269.5%
CLS vs SLB
+132.5%
+3,136.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +4.6% | +0.8% | +3.7% | +4.1% |
| 30D | -13.9% | +15.8% | -29.7% | -18.4% |
| 3M | -26.6% | -0.3% | -26.2% | -27.0% |
| 6M | +15.4% | +21.3% | -5.9% | +7.2% |
| YTD | +5.7% | +52.3% | -46.6% | -9.9% |
| 1Y | +41.1% | +63.6% | -22.5% | +17.1% |
| 3Y | +1,228.6% | +3.8% | +1,224.8% | +1,141.9% |
| All | +3,269.5% | +132.5% | +3,136.9% | +2,137.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling