+38.5%
SLB vs CNH
+27.3%
+11.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | +0.1% |
| 7D | -4.3% | +4.5% | -8.8% | -5.4% |
| 30D | +1.9% | +7.6% | -5.7% | -0.1% |
| 3M | -5.7% | +17.0% | -22.7% | -10.3% |
| 6M | -5.3% | +12.9% | -18.3% | -9.4% |
| YTD | +32.2% | +34.3% | -2.1% | +13.7% |
| 1Y | +38.5% | +28.5% | +10.0% | +20.3% |
| All | +38.5% | +27.3% | +11.1% | +20.3% |
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