+827.3%
SLB vs CAH
+16,780.0%
-15,952.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | -3.7% | +7.8% | -11.5% | -5.8% |
| 30D | +2.9% | +15.5% | -12.5% | -1.4% |
| 3M | +0.2% | +16.3% | -16.1% | -4.3% |
| 6M | -4.4% | +50.0% | -54.5% | -15.3% |
| YTD | +33.4% | +34.7% | -1.3% | +20.9% |
| 1Y | +40.8% | +35.9% | +4.8% | +27.2% |
| 3Y | +3.2% | +178.5% | -175.3% | -26.0% |
| 5Y | +64.8% | +515.7% | -450.9% | -7.1% |
| 10Y | -16.6% | +421.5% | -438.0% | -51.9% |
| All | +827.3% | +16,780.0% | -15,952.7% | +223.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling