-21.2%
CSCO vs SLB
-2.4%
-18.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.7% | -3.9% | -6.9% |
| 7D | -11.9% | -7.7% | -4.1% | -10.7% |
| 30D | -18.8% | -0.7% | -18.1% | -18.3% |
| 3M | -21.2% | 0.0% | -21.2% | -20.2% |
| All | -21.2% | -2.4% | -18.9% | -20.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling