+207.2%
CVX vs SLB
-4.3%
+211.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.0% |
| 7D | -0.6% | +0.4% | -1.0% | -0.8% |
| 30D | +13.4% | +13.6% | -0.1% | +5.7% |
| 3M | +11.8% | +1.5% | +10.3% | +9.8% |
| 6M | +12.4% | +23.0% | -10.6% | -1.7% |
| YTD | +41.5% | +51.2% | -9.7% | +9.9% |
| 1Y | +41.6% | +63.5% | -21.9% | +4.7% |
| 3Y | +42.2% | +2.5% | +39.7% | +32.2% |
| 5Y | +166.0% | +139.2% | +26.8% | +42.9% |
| 10Y | +207.2% | -4.8% | +212.0% | +121.3% |
| All | +207.2% | -4.3% | +211.5% | +121.3% |
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