-16.6%
SLB vs CMS
+127.7%
-144.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -3.7% | -0.9% | -2.8% | -3.5% |
| 30D | +2.9% | +7.1% | -4.1% | +1.5% |
| 3M | +0.2% | -1.3% | +1.5% | +0.3% |
| 6M | -4.4% | -2.7% | -1.8% | -4.2% |
| YTD | +33.4% | +2.6% | +30.8% | +32.2% |
| 1Y | +40.8% | -2.0% | +42.8% | +40.7% |
| 3Y | +3.2% | +39.6% | -36.4% | -4.8% |
| 5Y | +64.8% | +35.3% | +29.5% | +51.8% |
| 10Y | -16.6% | +132.3% | -148.9% | -16.2% |
| All | -16.6% | +127.7% | -144.3% | -16.2% |
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