+45.8%
SLB vs CMS
-2.7%
+48.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.6% |
| 7D | +3.5% | +1.7% | +1.8% | +3.7% |
| 30D | +6.5% | +6.2% | +0.3% | +6.9% |
| 3M | -0.2% | +0.6% | -0.9% | -0.1% |
| 6M | -5.7% | -1.8% | -4.0% | -5.2% |
| YTD | +36.8% | +3.8% | +33.0% | +38.3% |
| 1Y | +45.8% | -1.8% | +47.6% | +44.0% |
| All | +45.8% | -2.7% | +48.5% | +44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling