+52.0%
CVS vs SLB
-15.8%
+67.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.7% | +1.5% |
| 7D | -3.7% | -3.7% | 0.0% | -3.0% |
| 30D | -0.3% | +2.9% | -3.3% | -1.0% |
| 3M | -10.3% | +0.2% | -10.5% | -10.7% |
| 6M | -4.6% | -4.4% | -0.2% | -4.5% |
| YTD | +10.7% | +33.4% | -22.7% | +2.9% |
| 1Y | +11.2% | +40.8% | -29.5% | +2.1% |
| 3Y | +43.0% | +3.2% | +39.8% | +37.6% |
| 5Y | +8.6% | +64.8% | -56.2% | -8.8% |
| 10Y | +52.0% | -16.6% | +68.5% | +39.4% |
| All | +52.0% | -15.8% | +67.8% | +39.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling