+813.6%
SLB vs CLF
+633.9%
+179.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -12.2% | +8.5% | -0.7% |
| 7D | -7.7% | -21.0% | +13.2% | -2.4% |
| 30D | -0.7% | -8.0% | +7.3% | +0.6% |
| 3M | 0.0% | -10.9% | +10.9% | +1.5% |
| 6M | -10.4% | +5.8% | -16.3% | -14.1% |
| YTD | +31.5% | -15.1% | +46.6% | +30.9% |
| 1Y | +39.1% | +7.2% | +31.9% | +30.0% |
| 3Y | -5.7% | -34.2% | +28.5% | -8.4% |
| 5Y | +65.4% | -49.6% | +115.0% | +62.7% |
| 10Y | -15.6% | +109.9% | -125.5% | -50.1% |
| All | +813.6% | +633.9% | +179.7% | +251.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling