-13.4%
CMCSA vs SLB
+62.0%
-75.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | +0.1% | +0.4% | -0.3% | +0.1% |
| 30D | +3.8% | +13.6% | -9.8% | +3.2% |
| 3M | +12.3% | +1.5% | +10.8% | +12.1% |
| 6M | -15.4% | +23.0% | -38.4% | -17.2% |
| YTD | -2.5% | +51.2% | -53.7% | -6.4% |
| 1Y | -13.4% | +63.5% | -76.9% | -17.8% |
| All | -13.4% | +62.0% | -75.4% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling