-14.4%
SLB vs CLX
+30.5%
-44.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.1% |
| 7D | +2.6% | +8.5% | -6.0% | +2.7% |
| 30D | +4.4% | +30.0% | -25.6% | +4.8% |
| 3M | -2.7% | +3.8% | -6.5% | -2.7% |
| 6M | -7.5% | +24.6% | -32.2% | -7.2% |
| YTD | +34.8% | +12.8% | +22.1% | +35.6% |
| 1Y | +44.6% | +8.6% | +36.0% | +45.2% |
| 3Y | +3.2% | -8.6% | +11.8% | +3.4% |
| 5Y | +73.6% | -21.8% | +95.3% | +72.2% |
| All | -14.4% | +30.5% | -44.9% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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