+62.5%
SLB vs CNH
-14.7%
+77.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -0.6% |
| 7D | -7.1% | -1.7% | -5.4% | -6.4% |
| 30D | +4.1% | -7.2% | +11.3% | +7.1% |
| 3M | -2.6% | +6.5% | -9.2% | -7.1% |
| 6M | -8.6% | +7.9% | -16.4% | -14.2% |
| YTD | +32.2% | +26.6% | +5.6% | +13.0% |
| 1Y | +40.7% | +13.8% | +26.9% | +26.2% |
| 3Y | -4.5% | +9.2% | -13.7% | -15.5% |
| All | +62.5% | -14.7% | +77.2% | +53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling