+76.4%
SLB vs CLF
-42.8%
+119.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +2.2% |
| 7D | +3.5% | +10.4% | -6.9% | +1.3% |
| 30D | +6.5% | +0.6% | +6.0% | +5.7% |
| 3M | -0.2% | +4.1% | -4.3% | -2.2% |
| 6M | -5.7% | +15.1% | -20.8% | -10.4% |
| YTD | +36.8% | -4.7% | +41.6% | +33.3% |
| 1Y | +45.8% | +20.4% | +25.4% | +34.7% |
| 3Y | +3.4% | -23.4% | +26.7% | -2.5% |
| All | +76.4% | -42.8% | +119.2% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling