-14.2%
SLB vs CB
+248.4%
-262.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +1.9% |
| 7D | -1.2% | -1.0% | -0.1% | -0.5% |
| 30D | +4.5% | +7.3% | -2.8% | -0.6% |
| 3M | -4.6% | +7.0% | -11.6% | -9.3% |
| 6M | -6.3% | +16.3% | -22.6% | -16.6% |
| YTD | +35.0% | +19.7% | +15.2% | +17.0% |
| 1Y | +38.8% | +27.8% | +11.0% | +14.8% |
| 3Y | +3.3% | +72.0% | -68.7% | -33.0% |
| 5Y | +73.6% | +104.9% | -31.3% | -3.2% |
| 10Y | -14.2% | +246.7% | -261.0% | -64.2% |
| All | -14.2% | +248.4% | -262.6% | -64.2% |
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