-17.1%
SLB vs CB
+248.0%
-265.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.3% | +1.7% |
| 7D | -7.1% | +0.2% | -7.4% | -7.3% |
| 30D | +4.1% | +9.1% | -5.0% | -2.0% |
| 3M | -2.6% | +3.4% | -6.1% | -5.3% |
| 6M | -8.6% | +14.1% | -22.6% | -17.6% |
| YTD | +32.2% | +18.0% | +14.2% | +15.7% |
| 1Y | +40.7% | +30.1% | +10.5% | +14.8% |
| 3Y | -4.5% | +71.8% | -76.3% | -38.1% |
| 5Y | +66.4% | +101.8% | -35.5% | -6.3% |
| All | -17.1% | +248.0% | -265.1% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling