-0.8%
CRM vs SLB
+129.6%
-130.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.9% | +1.9% |
| 7D | -4.4% | -2.5% | -1.9% | -4.1% |
| 30D | +28.1% | +7.1% | +21.0% | +26.8% |
| 3M | +48.8% | +0.6% | +48.2% | +48.4% |
| 6M | +28.3% | +17.6% | +10.7% | +24.1% |
| YTD | -6.0% | +48.5% | -54.5% | -13.2% |
| 1Y | +1.4% | +59.4% | -58.0% | -7.8% |
| 3Y | +11.8% | -0.4% | +12.2% | +7.9% |
| All | -0.8% | +129.6% | -130.4% | -18.9% |
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 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