+65.4%
SLB vs CMS
+36.2%
+29.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.7% |
| 7D | -7.7% | +1.7% | -9.4% | -7.9% |
| 30D | -0.7% | +8.6% | -9.3% | -1.7% |
| 3M | 0.0% | -0.5% | +0.4% | 0.0% |
| 6M | -10.4% | -4.2% | -6.3% | -10.0% |
| YTD | +31.5% | +3.4% | +28.0% | +30.6% |
| 1Y | +39.1% | +0.4% | +38.7% | +38.7% |
| 3Y | -5.7% | +38.2% | -43.9% | -10.3% |
| 5Y | +65.4% | +35.4% | +30.0% | +61.8% |
| All | +65.4% | +36.2% | +29.3% | +61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling