+5.6%
CVS vs SLB
+45.4%
-39.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.1% | -11.4% | -12.5% |
| 7D | -11.1% | -4.1% | -7.0% | -11.2% |
| 30D | -7.4% | +2.5% | -10.0% | -7.3% |
| 3M | -22.9% | +2.0% | -24.9% | -22.9% |
| 6M | -1.2% | -6.3% | +5.2% | -1.6% |
| YTD | +3.9% | +36.5% | -32.7% | +1.6% |
| 1Y | +5.6% | +46.2% | -40.7% | +4.3% |
| All | +5.6% | +45.4% | -39.9% | +4.3% |
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