+62.5%
SLB vs CB
+101.1%
-38.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.3% | +1.3% |
| 7D | -7.1% | +0.2% | -7.4% | -7.3% |
| 30D | +4.1% | +9.1% | -5.0% | 0.0% |
| 3M | -2.6% | +3.4% | -6.1% | -4.4% |
| 6M | -8.6% | +14.1% | -22.6% | -14.8% |
| YTD | +32.2% | +18.0% | +14.2% | +20.4% |
| 1Y | +40.7% | +30.1% | +10.5% | +21.4% |
| 3Y | -4.5% | +71.8% | -76.3% | -31.7% |
| All | +62.5% | +101.1% | -38.6% | -0.1% |
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 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