-14.2%
SLB vs CAH
+411.5%
-425.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | -1.2% | +5.9% | -7.1% | -3.5% |
| 30D | +4.5% | +16.5% | -12.0% | -2.0% |
| 3M | -4.6% | +15.7% | -20.3% | -10.4% |
| 6M | -6.3% | +52.7% | -59.0% | -21.9% |
| YTD | +35.0% | +36.3% | -1.3% | +16.4% |
| 1Y | +38.8% | +36.7% | +2.1% | +19.4% |
| 3Y | +3.3% | +178.2% | -174.9% | -38.6% |
| 5Y | +73.6% | +515.8% | -442.2% | -32.7% |
| 10Y | -14.2% | +411.8% | -426.0% | -67.2% |
| All | -14.2% | +411.5% | -425.7% | -67.2% |
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