+139.2%
SLB vs CAH
+400.8%
-261.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.1% |
| 7D | +0.4% | +0.5% | 0.0% | +0.3% |
| 30D | +13.6% | +1.7% | +11.9% | +13.1% |
| 3M | +1.5% | +17.9% | -16.4% | -2.5% |
| 6M | +23.0% | +10.9% | +12.1% | +19.6% |
| YTD | +51.2% | +17.9% | +33.4% | +44.0% |
| 1Y | +63.5% | +61.7% | +1.8% | +39.7% |
| 3Y | +2.5% | +183.7% | -181.2% | -33.3% |
| 5Y | +139.2% | +401.3% | -262.1% | +16.7% |
| All | +139.2% | +400.8% | -261.6% | +16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling