-4.5%
SLB vs CF
+57.7%
-62.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | -7.1% | -3.2% | -3.9% | -6.5% |
| 30D | +4.1% | +4.3% | -0.2% | +3.1% |
| 3M | -2.6% | +2.8% | -5.4% | -3.5% |
| 6M | -8.6% | +0.6% | -9.2% | -9.3% |
| YTD | +32.2% | +56.6% | -24.4% | +9.2% |
| 1Y | +40.7% | +49.6% | -9.0% | +18.0% |
| 3Y | -4.5% | +61.5% | -66.0% | -23.2% |
| All | -4.5% | +57.7% | -62.3% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling