+3.2%
SLB vs CDW
-25.3%
+28.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | +0.8% | +3.2% | -2.3% | 0.0% |
| 30D | +15.8% | +9.3% | +6.5% | +12.8% |
| 3M | -0.3% | +9.8% | -10.1% | -3.5% |
| 6M | +21.3% | +23.3% | -2.0% | +11.3% |
| YTD | +52.3% | +13.7% | +38.7% | +43.4% |
| 1Y | +63.6% | -6.5% | +70.1% | +66.4% |
| All | +3.2% | -25.3% | +28.5% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 3y: compounded portfolio wealth divided by compounded CDW 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…
3y analysis · Full analysis span regression · 6 months rolling