+40.5%
CVS vs SLB
-4.3%
+44.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | +0.4% | +13.6% | -13.2% | -2.2% |
| 3M | -0.4% | +1.5% | -1.9% | -1.1% |
| 6M | +25.1% | +23.0% | +2.1% | +19.2% |
| YTD | +23.9% | +51.2% | -27.3% | +12.7% |
| 1Y | +41.1% | +63.5% | -22.4% | +26.0% |
| 3Y | +63.6% | +2.5% | +61.1% | +58.1% |
| 5Y | +31.5% | +139.2% | -107.7% | +1.9% |
| 10Y | +40.5% | -4.8% | +45.2% | +23.4% |
| All | +40.5% | -4.3% | +44.8% | +23.4% |
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