+958.5%
SLB vs CL
+4,870.0%
-3,911.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.6% |
| 7D | +0.8% | -2.2% | +3.0% | +1.5% |
| 30D | +15.8% | -4.8% | +20.7% | +17.5% |
| 3M | -0.3% | +4.9% | -5.3% | -2.3% |
| 6M | +21.3% | -5.7% | +27.1% | +22.8% |
| YTD | +52.3% | +14.4% | +37.9% | +44.8% |
| 1Y | +63.6% | +8.7% | +54.9% | +57.7% |
| 3Y | +3.8% | +30.0% | -26.2% | -7.0% |
| 5Y | +128.6% | +28.4% | +100.3% | +103.1% |
| 10Y | -3.1% | +50.1% | -53.2% | -19.4% |
| All | +958.5% | +4,870.0% | -3,911.5% | +219.5% |
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