-17.3%
SLB vs CLX
+20.0%
-37.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -7.1% | +13.6% | -20.7% | -6.9% |
| 30D | +4.1% | +23.4% | -19.3% | +4.4% |
| 3M | -2.6% | -2.8% | +0.2% | -2.7% |
| 6M | -8.6% | +14.0% | -22.5% | -8.3% |
| YTD | +32.2% | +4.2% | +28.0% | +32.8% |
| 1Y | +40.7% | -1.2% | +41.8% | +41.0% |
| 3Y | -4.5% | -12.7% | +8.2% | -4.2% |
| 5Y | +66.4% | -26.5% | +92.9% | +65.2% |
| All | -17.3% | +20.0% | -37.4% | -21.3% |
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