+2,005.0%
CLS vs SLB
+73.1%
+1,931.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.1% | +6.4% | +7.8% |
| 7D | +2.8% | -1.2% | +3.9% | +3.4% |
| 30D | -30.1% | +4.5% | -34.6% | -30.9% |
| 3M | -21.7% | -4.6% | -17.2% | -20.7% |
| 6M | -36.2% | -6.3% | -30.0% | -35.4% |
| YTD | -17.8% | +35.0% | -52.8% | -27.0% |
| 1Y | -26.8% | +38.8% | -65.6% | -35.6% |
| 3Y | +853.4% | +3.3% | +850.1% | +798.1% |
| 5Y | +2,005.0% | +73.6% | +1,931.4% | +1,458.0% |
| All | +2,005.0% | +73.1% | +1,931.9% | +1,458.0% |
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