+627.2%
SLB vs CB
+7,167.0%
-6,539.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.5% |
| 7D | -7.7% | +2.6% | -10.3% | -8.6% |
| 30D | -0.7% | +11.2% | -11.9% | -4.7% |
| 3M | 0.0% | +5.7% | -5.8% | -2.3% |
| 6M | -10.4% | +15.9% | -26.3% | -15.8% |
| YTD | +31.5% | +20.2% | +11.3% | +21.6% |
| 1Y | +39.1% | +32.4% | +6.7% | +24.1% |
| 3Y | -5.7% | +75.5% | -81.2% | -24.9% |
| 5Y | +65.4% | +105.5% | -40.1% | +24.2% |
| 10Y | -15.6% | +258.5% | -274.1% | -47.0% |
| All | +627.2% | +7,167.0% | -6,539.8% | +180.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling