+5,793.7%
CRM vs SLB
+191.4%
+5,602.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.7% |
| 7D | -3.5% | +0.4% | -3.9% | -3.6% |
| 30D | +29.3% | +13.6% | +15.7% | +23.9% |
| 3M | +36.8% | +1.5% | +35.3% | +35.4% |
| 6M | +23.9% | +23.0% | +0.9% | +13.8% |
| YTD | -5.5% | +51.2% | -56.7% | -19.6% |
| 1Y | -0.4% | +63.5% | -63.9% | -17.8% |
| 3Y | +12.8% | +2.5% | +10.2% | +6.1% |
| 5Y | -3.5% | +139.2% | -142.7% | -37.6% |
| 10Y | +238.4% | -4.8% | +243.2% | +175.3% |
| All | +5,793.7% | +191.4% | +5,602.4% | +3,202.1% |
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 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