-27.3%
CRM vs SLB
+76.5%
-103.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | +2.0% | +3.5% | -1.5% | +1.5% |
| 30D | -7.7% | +6.5% | -14.2% | -8.6% |
| 3M | +8.4% | -0.2% | +8.6% | +8.2% |
| 6M | +31.9% | -5.7% | +37.6% | +32.4% |
| YTD | -17.2% | +36.8% | -54.0% | -22.7% |
| 1Y | -8.6% | +45.8% | -54.4% | -15.7% |
| 3Y | +3.1% | +3.4% | -0.2% | -1.1% |
| All | -27.3% | +76.5% | -103.8% | -37.3% |
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