+18.6%
SLB vs CAPR
-99.1%
+117.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.6% | -0.1% | -3.6% |
| 7D | -7.7% | +29.7% | -37.5% | -8.3% |
| 30D | -0.7% | +11.0% | -11.7% | -1.1% |
| 3M | 0.0% | +118.8% | -118.9% | -2.5% |
| 6M | -10.4% | -73.9% | +63.5% | -9.3% |
| YTD | +31.5% | -70.2% | +101.7% | +32.4% |
| 1Y | +39.1% | +38.3% | +0.9% | +28.3% |
| 3Y | -5.7% | +199.7% | -205.4% | -17.5% |
| 5Y | +65.4% | +130.6% | -65.1% | +43.6% |
| 10Y | -15.6% | -68.5% | +52.9% | -30.9% |
| All | +18.6% | -99.1% | +117.7% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling