+235.0%
SLB vs CNC
+5,893.3%
-5,658.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.2% |
| 7D | +3.5% | +2.2% | +1.3% | +3.1% |
| 30D | +6.5% | +1.6% | +4.9% | +5.9% |
| 3M | -0.2% | +7.9% | -8.2% | -2.2% |
| 6M | -5.7% | +21.2% | -26.9% | -10.1% |
| YTD | +36.8% | +73.2% | -36.4% | +20.1% |
| 1Y | +45.8% | +97.5% | -51.7% | +24.5% |
| 3Y | +3.4% | -1.2% | +4.6% | -3.6% |
| 5Y | +76.1% | -6.1% | +82.2% | +63.5% |
| 10Y | -13.0% | +181.3% | -194.3% | -35.9% |
| All | +235.0% | +5,893.3% | -5,658.3% | +32.1% |
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