+76.4%
SLB vs CNH
-17.7%
+94.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +3.5% | +3.0% | +0.5% | +1.8% |
| 30D | +6.5% | -0.6% | +7.1% | +6.2% |
| 3M | -0.2% | +14.6% | -14.9% | -8.1% |
| 6M | -5.7% | +11.8% | -17.5% | -13.3% |
| YTD | +36.8% | +30.4% | +6.4% | +14.9% |
| 1Y | +45.8% | +19.1% | +26.7% | +28.0% |
| 3Y | +3.4% | +30.2% | -26.8% | -16.9% |
| All | +76.4% | -17.7% | +94.0% | +71.4% |
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