+46.2%
SLB vs CL
+33.4%
+12.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.4% | -1.0% |
| 7D | -4.1% | +7.7% | -11.8% | -4.0% |
| 30D | +2.5% | +15.2% | -12.7% | +1.7% |
| 3M | +2.0% | +7.3% | -5.3% | +1.6% |
| 6M | -6.3% | +17.0% | -23.4% | -8.2% |
| YTD | +36.5% | +28.0% | +8.6% | +31.0% |
| 1Y | +46.2% | +32.1% | +14.1% | +38.5% |
| All | +46.2% | +33.4% | +12.8% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling