-17.1%
SLB vs CMS
+125.4%
-142.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.0% |
| 7D | -7.1% | -1.3% | -5.8% | -6.9% |
| 30D | +4.1% | +6.3% | -2.2% | +2.8% |
| 3M | -2.6% | -2.1% | -0.6% | -2.4% |
| 6M | -8.6% | -5.1% | -3.5% | -7.9% |
| YTD | +32.2% | +1.3% | +31.0% | +31.3% |
| 1Y | +40.7% | -1.4% | +42.0% | +40.4% |
| 3Y | -4.5% | +36.9% | -41.5% | -11.5% |
| 5Y | +66.4% | +32.5% | +33.8% | +53.9% |
| All | -17.1% | +125.4% | -142.6% | -18.0% |
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