+139.3%
SLB vs CNC
+2.3%
+137.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -1.9% | -4.9% | +3.0% | -1.5% |
| 30D | +7.8% | -3.8% | +11.6% | +8.1% |
| 3M | +2.7% | -3.2% | +5.9% | +2.8% |
| 6M | +22.2% | +47.9% | -25.7% | +17.8% |
| YTD | +51.1% | +55.7% | -4.6% | +44.7% |
| 1Y | +63.3% | +106.2% | -42.9% | +52.0% |
| 3Y | +2.4% | -2.1% | +4.5% | 0.0% |
| 5Y | +139.3% | +3.4% | +136.0% | +119.3% |
| All | +139.3% | +2.3% | +137.1% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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