+37.5%
CVX vs SLB
+68.3%
-30.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | +3.3% | +0.8% | +2.5% | +3.0% |
| 30D | +12.9% | +15.8% | -2.9% | +8.4% |
| 3M | +11.7% | -0.3% | +12.1% | +11.6% |
| 6M | +14.1% | +21.3% | -7.2% | +7.4% |
| YTD | +40.7% | +52.3% | -11.6% | +20.5% |
| 1Y | +37.5% | +63.6% | -26.1% | +14.6% |
| All | +37.5% | +68.3% | -30.8% | +14.6% |
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