-14.2%
SLB vs CL
+83.5%
-97.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -1.2% | -0.8% | -0.4% | -1.0% |
| 30D | +4.5% | +9.5% | -5.0% | +1.8% |
| 3M | -4.6% | +6.8% | -11.3% | -6.5% |
| 6M | -6.3% | +14.3% | -20.5% | -10.1% |
| YTD | +35.0% | +26.3% | +8.7% | +25.4% |
| 1Y | +38.8% | +25.6% | +13.2% | +29.2% |
| 3Y | +3.3% | +38.5% | -35.2% | -9.0% |
| 5Y | +73.6% | +40.7% | +32.9% | +49.2% |
| 10Y | -14.2% | +83.1% | -97.3% | -32.8% |
| All | -14.2% | +83.5% | -97.8% | -32.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling