+2.1%
SLB vs CAH
+194.6%
-192.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.2% |
| 7D | +0.8% | +5.4% | -4.6% | +0.8% |
| 30D | +15.8% | +3.3% | +12.5% | +15.8% |
| 3M | -0.3% | +22.8% | -23.1% | -0.6% |
| 6M | +21.3% | +11.3% | +10.1% | +21.3% |
| YTD | +52.3% | +21.1% | +31.2% | +51.8% |
| 1Y | +63.6% | +67.2% | -3.6% | +58.4% |
| All | +2.1% | +194.6% | -192.4% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling