+38.8%
SLB vs CB
+29.2%
+9.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.2% |
| 7D | -1.2% | -1.0% | -0.1% | -1.3% |
| 30D | +4.5% | +7.3% | -2.8% | +5.1% |
| 3M | -4.6% | +7.0% | -11.6% | -4.0% |
| 6M | -6.3% | +16.3% | -22.6% | -5.3% |
| YTD | +35.0% | +19.7% | +15.2% | +35.4% |
| 1Y | +38.8% | +27.8% | +11.0% | +44.8% |
| All | +38.8% | +29.2% | +9.6% | +44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling