-17.6%
SLB vs CF
+557.2%
-574.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.2% | -9.9% | -6.6% |
| 7D | -7.7% | +0.4% | -8.2% | -8.3% |
| 30D | -0.7% | +2.2% | -2.9% | -2.2% |
| 3M | 0.0% | +2.1% | -2.1% | -2.1% |
| 6M | -10.4% | -6.5% | -3.9% | -9.4% |
| YTD | +31.5% | +55.6% | -24.1% | -2.5% |
| 1Y | +39.1% | +42.3% | -3.2% | +7.9% |
| 3Y | -5.7% | +55.7% | -61.5% | -33.3% |
| 5Y | +65.4% | +122.4% | -57.0% | -11.9% |
| All | -17.6% | +557.2% | -574.8% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling