-50.8%
CLS vs SLB
-10.0%
-40.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -3.7% | -9.3% | -12.5% |
| 7D | -27.3% | -7.7% | -19.5% | -26.6% |
| 30D | -47.0% | -0.7% | -46.3% | -46.5% |
| 3M | -43.3% | 0.0% | -43.3% | -42.9% |
| 6M | -50.8% | -10.4% | -40.3% | -43.2% |
| All | -50.8% | -10.0% | -40.8% | -43.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling