+272.8%
SLB vs CNC
+5,537.6%
-5,264.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.5% |
| 7D | +0.8% | +3.5% | -2.7% | +0.1% |
| 30D | +15.8% | +0.1% | +15.8% | +15.6% |
| 3M | -0.3% | +6.9% | -7.3% | -2.0% |
| 6M | +21.3% | +49.0% | -27.7% | +10.6% |
| YTD | +52.3% | +62.9% | -10.6% | +35.9% |
| 1Y | +63.6% | +134.0% | -70.4% | +34.6% |
| 3Y | +3.8% | +9.4% | -5.7% | -5.3% |
| 5Y | +128.6% | +4.1% | +124.5% | +107.7% |
| 10Y | -3.1% | +95.4% | -98.5% | -23.8% |
| All | +272.8% | +5,537.6% | -5,264.7% | +49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling