+113.3%
CSCO vs SLB
+132.5%
-19.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -0.7% | +0.8% | -1.5% | -0.8% |
| 30D | -10.1% | +15.8% | -25.9% | -12.4% |
| 3M | -15.7% | -0.3% | -15.3% | -15.9% |
| 6M | +36.3% | +21.3% | +14.9% | +31.7% |
| YTD | +43.8% | +52.3% | -8.5% | +33.9% |
| 1Y | +63.9% | +63.6% | +0.3% | +50.6% |
| 3Y | +104.4% | +3.8% | +100.6% | +96.9% |
| All | +113.3% | +132.5% | -19.2% | +80.0% |
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