+2,095.8%
CMCSA vs SLB
+834.4%
+1,261.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | +2.7% | -3.7% | +6.4% | +3.7% |
| 30D | +18.6% | +2.9% | +15.7% | +17.4% |
| 3M | -1.8% | +0.2% | -2.1% | -2.5% |
| 6M | -0.7% | -4.4% | +3.8% | -0.6% |
| YTD | -7.8% | +33.4% | -41.2% | -16.4% |
| 1Y | +0.7% | +40.8% | -40.0% | -10.1% |
| 3Y | -28.0% | +3.2% | -31.1% | -31.4% |
| 5Y | -42.1% | +64.8% | -106.9% | -54.0% |
| 10Y | +8.2% | -16.6% | +24.7% | -6.6% |
| All | +2,095.8% | +834.4% | +1,261.4% | +645.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling