-2.6%
SLB vs CAH
+295.7%
-298.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -1.9% | -2.2% | +0.4% | -1.0% |
| 30D | +7.8% | +1.2% | +6.6% | +7.2% |
| 3M | +2.7% | +13.1% | -10.4% | -2.6% |
| 6M | +22.2% | +8.5% | +13.7% | +17.2% |
| YTD | +51.1% | +17.6% | +33.5% | +39.0% |
| 1Y | +63.3% | +60.7% | +2.7% | +29.5% |
| 3Y | +2.4% | +183.2% | -180.7% | -39.8% |
| 5Y | +139.3% | +402.2% | -262.9% | +4.2% |
| 10Y | -2.6% | +302.3% | -304.9% | -58.3% |
| All | -2.6% | +295.7% | -298.4% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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