+130.8%
SLB vs CF
+227.0%
-96.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +1.3% |
| 7D | +0.8% | +6.0% | -5.2% | -1.3% |
| 30D | +15.8% | +14.8% | +1.0% | +10.2% |
| 3M | -0.3% | +14.1% | -14.4% | -5.4% |
| 6M | +21.3% | +28.5% | -7.2% | +6.0% |
| YTD | +52.3% | +74.9% | -22.6% | +16.1% |
| 1Y | +63.6% | +61.7% | +1.9% | +28.4% |
| 3Y | +3.8% | +80.3% | -76.6% | -25.0% |
| All | +130.8% | +227.0% | -96.2% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling