+84.7%
SLB vs CF
+4,965.4%
-4,880.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | +0.7% |
| 7D | -4.1% | -6.9% | +2.8% | -1.3% |
| 30D | +2.5% | -3.7% | +6.3% | +4.0% |
| 3M | +2.0% | -5.0% | +7.0% | +3.5% |
| 6M | -6.3% | -10.5% | +4.1% | -3.5% |
| YTD | +36.5% | +46.5% | -10.0% | +10.1% |
| 1Y | +46.2% | +34.8% | +11.4% | +22.0% |
| 3Y | -2.1% | +46.7% | -48.8% | -23.5% |
| 5Y | +73.7% | +112.0% | -38.3% | +11.1% |
| 10Y | -12.3% | +529.7% | -542.0% | -65.0% |
| All | +84.7% | +4,965.4% | -4,880.7% | -68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling