+20.0%
COP vs SLB
+3.2%
+16.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.2% |
| 7D | +3.0% | +0.8% | +2.2% | +2.3% |
| 30D | +17.5% | +15.8% | +1.7% | +8.0% |
| 3M | +13.4% | -0.3% | +13.7% | +12.7% |
| 6M | +17.7% | +21.3% | -3.6% | +2.7% |
| YTD | +46.6% | +52.3% | -5.7% | +9.5% |
| 1Y | +44.6% | +63.6% | -19.0% | +2.9% |
| All | +20.0% | +3.2% | +16.8% | +9.9% |
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