+958.5%
SLB vs CMS
+457.8%
+500.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +0.8% | +0.4% | +0.5% | +0.7% |
| 30D | +15.8% | -3.6% | +19.4% | +16.9% |
| 3M | -0.3% | -1.9% | +1.6% | -0.1% |
| 6M | +21.3% | -11.0% | +32.3% | +24.9% |
| YTD | +52.3% | +0.2% | +52.1% | +51.5% |
| 1Y | +63.6% | -1.3% | +64.9% | +63.2% |
| 3Y | +3.8% | +35.9% | -32.2% | -6.3% |
| 5Y | +128.6% | +23.1% | +105.6% | +109.6% |
| 10Y | -3.1% | +117.9% | -121.0% | -26.5% |
| All | +958.5% | +457.8% | +500.7% | +461.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling