+62.5%
SLB vs CMS
+32.6%
+30.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.8% |
| 7D | -7.1% | -1.3% | -5.8% | -7.0% |
| 30D | +4.1% | +6.3% | -2.2% | +3.3% |
| 3M | -2.6% | -2.1% | -0.6% | -2.5% |
| 6M | -8.6% | -5.1% | -3.5% | -8.1% |
| YTD | +32.2% | +1.3% | +31.0% | +31.6% |
| 1Y | +40.7% | -1.4% | +42.0% | +40.4% |
| 3Y | -4.5% | +36.9% | -41.5% | -9.3% |
| All | +62.5% | +32.6% | +30.0% | +56.3% |
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 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