-29.6%
CMCSA vs SLB
+1.9%
-31.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -2.1% | +0.8% | -2.9% | -2.3% |
| 30D | +7.0% | +15.8% | -8.8% | +3.9% |
| 3M | +15.1% | -0.3% | +15.4% | +14.9% |
| 6M | -15.4% | +21.3% | -36.7% | -19.6% |
| YTD | -1.9% | +52.3% | -54.2% | -12.5% |
| 1Y | -12.7% | +63.6% | -76.3% | -23.9% |
| All | -29.6% | +1.9% | -31.5% | -33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling