+34.6%
CSCO vs SLB
+39.5%
-4.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -2.1% |
| 7D | -10.2% | -7.1% | -3.1% | -8.8% |
| 30D | -20.1% | +4.1% | -24.1% | -20.6% |
| 3M | -22.1% | -2.6% | -19.4% | -21.7% |
| 6M | +3.2% | -8.6% | +11.7% | +5.2% |
| YTD | +24.1% | +32.2% | -8.1% | +25.4% |
| 1Y | +34.6% | +40.7% | -6.1% | +36.2% |
| All | +34.6% | +39.5% | -4.9% | +36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling