+64.7%
SLB vs CNH
+27.6%
+37.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.9% | -0.8% |
| 7D | +0.8% | +23.3% | -22.5% | -4.7% |
| 30D | +15.8% | +33.5% | -17.6% | +6.8% |
| 3M | -0.3% | +32.7% | -33.1% | -8.2% |
| 6M | +21.3% | +22.2% | -0.8% | +14.6% |
| YTD | +52.3% | +57.7% | -5.4% | +28.2% |
| All | +64.7% | +27.6% | +37.0% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling