-14.2%
SLB vs CMS
+137.8%
-152.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.4% | +2.2% |
| 7D | -1.2% | -1.1% | 0.0% | -1.0% |
| 30D | +4.5% | +6.6% | -2.1% | +3.2% |
| 3M | -4.6% | +0.8% | -5.4% | -4.8% |
| 6M | -6.3% | -3.3% | -2.9% | -5.9% |
| YTD | +35.0% | +2.7% | +32.2% | +33.7% |
| 1Y | +38.8% | -4.0% | +42.8% | +39.4% |
| 3Y | +3.3% | +37.6% | -34.3% | -4.4% |
| 5Y | +73.6% | +35.4% | +38.2% | +59.9% |
| 10Y | -14.2% | +136.0% | -150.2% | -13.3% |
| All | -14.2% | +137.8% | -152.0% | -13.3% |
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