-14.4%
SLB vs CMS
+136.3%
-150.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +2.6% | -1.3% | +3.8% | +2.8% |
| 30D | +4.4% | +5.3% | -0.9% | +3.3% |
| 3M | -2.7% | -0.3% | -2.4% | -2.8% |
| 6M | -7.5% | -4.0% | -3.5% | -7.0% |
| YTD | +34.8% | +2.1% | +32.7% | +33.7% |
| 1Y | +44.6% | -4.7% | +49.3% | +45.4% |
| 3Y | +3.2% | +36.8% | -33.6% | -4.4% |
| 5Y | +73.6% | +34.9% | +38.7% | +59.9% |
| All | -14.4% | +136.3% | -150.6% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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