+4,537.5%
COP vs SLB
+825.5%
+3,712.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.4% |
| 7D | -6.1% | -4.3% | -1.8% | -3.8% |
| 30D | +1.1% | +1.9% | -0.8% | -0.1% |
| 3M | +10.9% | -5.7% | +16.7% | +13.7% |
| 6M | +20.8% | -5.3% | +26.1% | +22.2% |
| YTD | +48.0% | +32.2% | +15.9% | +22.0% |
| 1Y | +58.5% | +38.5% | +20.0% | +27.2% |
| 3Y | +28.1% | +1.1% | +27.0% | +21.0% |
| 5Y | +120.5% | +70.3% | +50.2% | +51.9% |
| 10Y | +310.1% | -17.3% | +327.4% | +291.7% |
| All | +4,537.5% | +825.5% | +3,712.0% | +1,307.8% |
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 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