-3.1%
SLB vs CL
+50.0%
-53.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.6% |
| 7D | +0.8% | -2.2% | +3.0% | +1.4% |
| 30D | +15.8% | -4.8% | +20.7% | +17.3% |
| 3M | -0.3% | +4.9% | -5.3% | -2.1% |
| 6M | +21.3% | -5.7% | +27.1% | +22.7% |
| YTD | +52.3% | +14.4% | +37.9% | +45.6% |
| 1Y | +63.6% | +8.7% | +54.9% | +58.4% |
| 3Y | +3.8% | +30.0% | -26.2% | -7.3% |
| 5Y | +128.6% | +28.4% | +100.3% | +101.4% |
| All | -3.1% | +50.0% | -53.1% | -18.7% |
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