+126.8%
COP vs SLB
+73.1%
+53.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.5% | +0.4% |
| 7D | +0.7% | -1.2% | +1.8% | +1.3% |
| 30D | +0.2% | +4.5% | -4.3% | -2.6% |
| 3M | +10.2% | -4.6% | +14.8% | +12.3% |
| 6M | +20.1% | -6.3% | +26.4% | +22.4% |
| YTD | +50.5% | +35.0% | +15.6% | +18.6% |
| 1Y | +56.8% | +38.8% | +18.0% | +21.2% |
| 3Y | +30.3% | +3.3% | +27.0% | +19.1% |
| 5Y | +126.8% | +73.6% | +53.2% | +39.1% |
| All | +126.8% | +73.1% | +53.7% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling