+11.0%
CMCSA vs SLB
-16.2%
+27.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.4% |
| 7D | +5.0% | -7.1% | +12.1% | +6.5% |
| 30D | +16.5% | +4.1% | +12.4% | +15.3% |
| 3M | -1.6% | -2.6% | +1.0% | -1.5% |
| 6M | -5.0% | -8.6% | +3.5% | -4.1% |
| YTD | -8.3% | +32.2% | -40.5% | -14.9% |
| 1Y | +0.4% | +40.7% | -40.3% | -8.2% |
| 3Y | -31.0% | -4.5% | -26.4% | -32.6% |
| 5Y | -42.5% | +66.4% | -108.9% | -52.3% |
| All | +11.0% | -16.2% | +27.2% | -7.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling