+130.8%
SLB vs CNH
+11.5%
+119.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.9% | -1.7% |
| 7D | +0.8% | +23.3% | -22.5% | -8.8% |
| 30D | +15.8% | +33.5% | -17.6% | +0.4% |
| 3M | -0.3% | +32.7% | -33.1% | -14.0% |
| 6M | +21.3% | +22.2% | -0.8% | +7.8% |
| YTD | +52.3% | +57.7% | -5.4% | +18.4% |
| 1Y | +63.6% | +28.0% | +35.6% | +40.7% |
| 3Y | +3.8% | +11.5% | -7.8% | -6.7% |
| All | +130.8% | +11.5% | +119.3% | +88.8% |
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