-3.3%
SLB vs CLF
+128.0%
-131.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.3% |
| 7D | +0.8% | +7.6% | -6.7% | -1.2% |
| 30D | +15.8% | -1.2% | +17.0% | +15.9% |
| 3M | -0.3% | -13.4% | +13.0% | +2.3% |
| 6M | +21.3% | +15.4% | +5.9% | +13.8% |
| YTD | +52.3% | -5.9% | +58.2% | +49.1% |
| 1Y | +63.6% | +18.8% | +44.8% | +45.2% |
| 3Y | +3.8% | -19.4% | +23.2% | -4.9% |
| 5Y | +128.6% | -47.7% | +176.4% | +123.0% |
| All | -3.3% | +128.0% | -131.3% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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