+65.4%
SLB vs CB
+107.2%
-41.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.4% |
| 7D | -7.7% | +2.6% | -10.3% | -8.8% |
| 30D | -0.7% | +11.2% | -11.9% | -5.4% |
| 3M | 0.0% | +5.7% | -5.8% | -2.7% |
| 6M | -10.4% | +15.9% | -26.3% | -17.1% |
| YTD | +31.5% | +20.2% | +11.3% | +18.9% |
| 1Y | +39.1% | +32.4% | +6.7% | +19.3% |
| 3Y | -5.7% | +75.5% | -81.2% | -33.1% |
| 5Y | +65.4% | +105.5% | -40.1% | +1.9% |
| All | +65.4% | +107.2% | -41.8% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling