+813.6%
SLB vs CL
+5,456.9%
-4,643.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.7% | -3.7% |
| 7D | -7.7% | +5.9% | -13.7% | -9.4% |
| 30D | -0.7% | +13.8% | -14.5% | -4.9% |
| 3M | 0.0% | +6.4% | -6.4% | -2.3% |
| 6M | -10.4% | +15.6% | -26.1% | -15.1% |
| YTD | +31.5% | +27.9% | +3.6% | +20.3% |
| 1Y | +39.1% | +31.4% | +7.7% | +26.2% |
| 3Y | -5.7% | +41.4% | -47.1% | -17.8% |
| 5Y | +65.4% | +42.8% | +22.6% | +41.8% |
| 10Y | -15.6% | +79.7% | -95.2% | -33.9% |
| All | +813.6% | +5,456.9% | -4,643.2% | +165.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling