+65.4%
SLB vs CL
+43.3%
+22.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.7% | -3.7% |
| 7D | -7.7% | +5.9% | -13.7% | -7.9% |
| 30D | -0.7% | +13.8% | -14.5% | -1.4% |
| 3M | 0.0% | +6.4% | -6.4% | -0.4% |
| 6M | -10.4% | +15.6% | -26.1% | -11.3% |
| YTD | +31.5% | +27.9% | +3.6% | +29.4% |
| 1Y | +39.1% | +31.4% | +7.7% | +36.8% |
| 3Y | -5.7% | +41.4% | -47.1% | -8.4% |
| 5Y | +65.4% | +42.8% | +22.6% | +52.1% |
| All | +65.4% | +43.3% | +22.1% | +52.1% |
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