+230.4%
SLB vs CNC
+5,826.8%
-5,596.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | -1.2% | -7.3% | +6.1% | +0.2% |
| 30D | +4.5% | +5.2% | -0.7% | +3.1% |
| 3M | -4.6% | +8.6% | -13.2% | -6.6% |
| 6M | -6.3% | +25.1% | -31.3% | -11.2% |
| YTD | +35.0% | +71.3% | -36.3% | +18.7% |
| 1Y | +38.8% | +99.3% | -60.5% | +18.3% |
| 3Y | +3.3% | -1.9% | +5.2% | -3.6% |
| 5Y | +73.6% | -6.4% | +80.0% | +61.3% |
| 10Y | -14.2% | +178.1% | -192.4% | -36.6% |
| All | +230.4% | +5,826.8% | -5,596.5% | +30.6% |
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