+61.2%
CVS vs SLB
-14.0%
+75.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +10.4% | +2.6% | +7.8% | +9.9% |
| 30D | +3.3% | +4.4% | -1.1% | +2.3% |
| 3M | -4.5% | -2.7% | -1.8% | -4.4% |
| 6M | -4.4% | -7.5% | +3.2% | -3.7% |
| YTD | +16.6% | +34.8% | -18.2% | +8.2% |
| 1Y | +15.3% | +44.6% | -29.3% | +5.3% |
| 3Y | +48.6% | +3.2% | +45.4% | +43.0% |
| 5Y | +12.9% | +73.6% | -60.7% | -6.3% |
| All | +61.2% | -14.0% | +75.2% | +47.4% |
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