+209.5%
CVX vs SLB
-14.0%
+223.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +1.6% | +2.6% | -1.0% | +0.2% |
| 30D | -0.6% | +4.4% | -5.0% | -3.0% |
| 3M | +11.0% | -2.7% | +13.7% | +11.8% |
| 6M | +18.4% | -7.5% | +26.0% | +21.3% |
| YTD | +45.9% | +34.8% | +11.1% | +19.9% |
| 1Y | +46.7% | +44.6% | +2.1% | +15.8% |
| 3Y | +71.6% | +3.2% | +68.4% | +58.2% |
| 5Y | +131.4% | +73.6% | +57.9% | +49.4% |
| All | +209.5% | -14.0% | +223.5% | +135.1% |
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