+62.5%
SLB vs CLF
-51.2%
+113.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.2% |
| 7D | -7.1% | -19.6% | +12.5% | -3.0% |
| 30D | +4.1% | -5.0% | +9.1% | +4.6% |
| 3M | -2.6% | -6.3% | +3.7% | -2.3% |
| 6M | -8.6% | +2.8% | -11.3% | -11.0% |
| YTD | +32.2% | -13.7% | +45.9% | +31.6% |
| 1Y | +40.7% | +13.6% | +27.1% | +31.2% |
| 3Y | -4.5% | -34.0% | +29.5% | -6.8% |
| All | +62.5% | -51.2% | +113.8% | +68.2% |
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