+25.6%
SLB vs CBOE
+1,341.0%
-1,315.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +1.0% |
| 7D | +3.5% | +6.3% | -2.8% | +1.8% |
| 30D | +6.5% | +24.9% | -18.4% | -0.1% |
| 3M | -0.2% | +28.5% | -28.7% | -7.7% |
| 6M | -5.7% | +2.9% | -8.6% | -7.7% |
| YTD | +36.8% | +50.7% | -13.8% | +18.0% |
| 1Y | +45.8% | +45.5% | +0.3% | +27.0% |
| 3Y | +3.4% | +116.3% | -113.0% | -23.6% |
| 5Y | +76.1% | +204.3% | -128.2% | +12.1% |
| 10Y | -13.0% | +526.3% | -539.3% | -58.2% |
| All | +25.6% | +1,341.0% | -1,315.4% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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