+198.6%
CVX vs SLB
-15.8%
+214.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.3% |
| 7D | -7.5% | -3.7% | -3.8% | -5.6% |
| 30D | -0.6% | +2.9% | -3.5% | -2.2% |
| 3M | +14.0% | +0.2% | +13.7% | +12.9% |
| 6M | +18.1% | -4.4% | +22.6% | +18.8% |
| YTD | +42.2% | +33.4% | +8.7% | +17.5% |
| 1Y | +41.3% | +40.8% | +0.5% | +13.1% |
| 3Y | +68.3% | +3.2% | +65.2% | +55.2% |
| 5Y | +122.0% | +64.8% | +57.2% | +47.6% |
| 10Y | +198.6% | -16.6% | +215.1% | +129.1% |
| All | +198.6% | -15.8% | +214.4% | +129.1% |
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