+48.2%
CSX vs SLB
+65.5%
-17.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -3.9% | -3.5% |
| 7D | -5.5% | -7.1% | +1.6% | -4.2% |
| 30D | +4.9% | +4.1% | +0.8% | +4.0% |
| 3M | -2.9% | -2.6% | -0.2% | -2.7% |
| 6M | +8.3% | -8.6% | +16.9% | +9.5% |
| YTD | +36.7% | +32.2% | +4.5% | +28.1% |
| 1Y | +41.5% | +40.7% | +0.8% | +30.8% |
| 3Y | +68.6% | -4.5% | +73.1% | +63.8% |
| All | +48.2% | +65.5% | -17.3% | +30.2% |
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 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