-4.8%
SLB vs CHRW
+168.2%
-172.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.2% |
| 7D | +0.4% | +1.9% | -1.5% | -0.2% |
| 30D | +13.6% | +0.9% | +12.7% | +13.1% |
| 3M | +1.5% | -19.9% | +21.4% | +7.1% |
| 6M | +23.0% | -15.8% | +38.8% | +26.8% |
| YTD | +51.2% | -5.6% | +56.8% | +47.8% |
| 1Y | +63.5% | +21.0% | +42.4% | +43.6% |
| 3Y | +2.5% | +86.0% | -83.5% | -26.7% |
| 5Y | +139.2% | +88.6% | +50.6% | +60.6% |
| 10Y | -4.8% | +169.3% | -174.1% | -46.1% |
| All | -4.8% | +168.2% | -172.9% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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