+958.5%
SLB vs CAH
+15,076.3%
-14,117.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.3% |
| 7D | +0.8% | +5.4% | -4.6% | -0.7% |
| 30D | +15.8% | +3.3% | +12.5% | +14.7% |
| 3M | -0.3% | +22.8% | -23.1% | -6.3% |
| 6M | +21.3% | +11.3% | +10.1% | +17.0% |
| YTD | +52.3% | +21.1% | +31.2% | +42.6% |
| 1Y | +63.6% | +67.2% | -3.6% | +38.4% |
| 3Y | +3.8% | +195.6% | -191.9% | -27.0% |
| 5Y | +128.6% | +413.8% | -285.2% | +36.2% |
| 10Y | -3.1% | +309.6% | -312.6% | -40.5% |
| All | +958.5% | +15,076.3% | -14,117.8% | +281.8% |
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