+47.6%
CVS vs SLB
+4.7%
+42.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.6% |
| 7D | +6.6% | +3.5% | +3.1% | +6.2% |
| 30D | -0.4% | +6.5% | -7.0% | -1.2% |
| 3M | -5.3% | -0.2% | -5.0% | -5.5% |
| 6M | -7.7% | -5.7% | -2.0% | -7.4% |
| YTD | +16.0% | +36.8% | -20.8% | +8.8% |
| 1Y | +16.2% | +45.8% | -29.6% | +7.7% |
| 3Y | +47.6% | +3.4% | +44.2% | +38.9% |
| All | +47.6% | +4.7% | +42.8% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling