+1,980.9%
CLS vs SLB
+76.5%
+1,904.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -5.9% |
| 7D | +16.3% | +3.5% | +12.8% | +15.0% |
| 30D | -25.7% | +6.5% | -32.2% | -27.0% |
| 3M | -30.9% | -0.2% | -30.6% | -30.9% |
| 6M | -35.5% | -5.7% | -29.8% | -34.7% |
| YTD | -18.7% | +36.8% | -55.5% | -28.1% |
| 1Y | -17.9% | +45.8% | -63.7% | -29.0% |
| 3Y | +838.1% | +3.4% | +834.7% | +782.7% |
| All | +1,980.9% | +76.5% | +1,904.3% | +1,430.9% |
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