+64.8%
SLB vs CL
+41.6%
+23.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.9% |
| 7D | -3.7% | +0.5% | -4.2% | -3.7% |
| 30D | +2.9% | +11.6% | -8.7% | +2.3% |
| 3M | +0.2% | +5.6% | -5.4% | -0.1% |
| 6M | -4.4% | +13.2% | -17.6% | -5.2% |
| YTD | +33.4% | +26.9% | +6.5% | +31.4% |
| 1Y | +40.8% | +27.3% | +13.4% | +38.6% |
| 3Y | +3.2% | +39.7% | -36.5% | +0.3% |
| 5Y | +64.8% | +41.3% | +23.5% | +51.6% |
| All | +64.8% | +41.6% | +23.2% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling