+238.9%
CRM vs SLB
-4.6%
+243.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.9% | +1.9% |
| 7D | -4.4% | -2.5% | -1.9% | -4.0% |
| 30D | +28.1% | +7.1% | +21.0% | +26.6% |
| 3M | +48.8% | +0.6% | +48.2% | +48.3% |
| 6M | +28.3% | +17.6% | +10.7% | +23.6% |
| YTD | -6.0% | +48.5% | -54.5% | -13.7% |
| 1Y | +1.4% | +59.4% | -58.0% | -8.3% |
| 3Y | +11.8% | -0.4% | +12.2% | +8.7% |
| 5Y | -2.0% | +133.8% | -135.8% | -21.3% |
| All | +238.9% | -4.6% | +243.5% | +182.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling