+64.8%
SLB vs CLF
-47.4%
+112.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.0% | -6.1% | -0.5% |
| 7D | -3.7% | -14.1% | +10.4% | -0.8% |
| 30D | +2.9% | -5.5% | +8.5% | +3.5% |
| 3M | +0.2% | 0.0% | +0.2% | -0.8% |
| 6M | -4.4% | +11.3% | -15.7% | -8.5% |
| YTD | +33.4% | -7.7% | +41.1% | +30.9% |
| 1Y | +40.8% | +17.5% | +23.2% | +30.4% |
| 3Y | +3.2% | -25.4% | +28.6% | -2.1% |
| 5Y | +64.8% | -46.0% | +110.8% | +65.8% |
| All | +64.8% | -47.4% | +112.3% | +65.8% |
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