+10.2%
CMCSA vs SLB
-4.3%
+14.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | +3.8% | +13.6% | -9.8% | +1.0% |
| 3M | +12.3% | +1.5% | +10.8% | +11.6% |
| 6M | -15.4% | +23.0% | -38.4% | -19.7% |
| YTD | -2.5% | +51.2% | -53.7% | -11.8% |
| 1Y | -13.4% | +63.5% | -76.9% | -23.2% |
| 3Y | -30.4% | +2.5% | -32.9% | -32.9% |
| 5Y | -45.0% | +139.2% | -184.2% | -58.0% |
| 10Y | +10.2% | -4.8% | +14.9% | -10.8% |
| All | +10.2% | -4.3% | +14.5% | -10.8% |
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 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