+189,363.8%
CSCO vs SLB
+805.0%
+188,558.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -2.1% |
| 7D | -10.2% | -7.1% | -3.1% | -8.3% |
| 30D | -20.1% | +4.1% | -24.1% | -21.0% |
| 3M | -22.4% | -2.6% | -19.7% | -22.1% |
| 6M | +2.8% | -8.6% | +11.3% | +4.6% |
| YTD | +23.6% | +32.2% | -8.6% | +12.9% |
| 1Y | +34.0% | +40.7% | -6.6% | +20.1% |
| 3Y | +89.3% | -4.5% | +93.8% | +84.7% |
| 5Y | +87.9% | +66.4% | +21.5% | +48.1% |
| 10Y | +314.9% | -15.1% | +330.0% | +257.7% |
| All | +189,363.8% | +805.0% | +188,558.8% | +63,530.5% |
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