+62.5%
SLB vs CAPR
+142.6%
-80.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.7% | -4.1% | +0.5% |
| 7D | -7.1% | +41.1% | -48.2% | -7.7% |
| 30D | +4.1% | +11.1% | -7.0% | +3.8% |
| 3M | -2.6% | +115.3% | -118.0% | -4.5% |
| 6M | -8.6% | -73.8% | +65.3% | -7.7% |
| YTD | +32.2% | -68.8% | +101.0% | +32.8% |
| 1Y | +40.7% | +43.3% | -2.7% | +31.7% |
| 3Y | -4.5% | +214.7% | -219.2% | -22.7% |
| All | +62.5% | +142.6% | -80.1% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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