+73.6%
SLB vs CNH
-11.0%
+84.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +1.3% |
| 7D | -1.2% | +6.7% | -7.8% | -4.2% |
| 30D | +4.5% | +7.2% | -2.7% | +0.8% |
| 3M | -4.6% | +17.5% | -22.1% | -13.0% |
| 6M | -6.3% | +15.0% | -21.2% | -14.7% |
| YTD | +35.0% | +36.8% | -1.8% | +11.1% |
| 1Y | +38.8% | +27.6% | +11.2% | +17.9% |
| 3Y | +3.3% | +34.3% | -31.0% | -17.9% |
| 5Y | +73.6% | -12.2% | +85.8% | +63.1% |
| All | +73.6% | -11.0% | +84.6% | +63.1% |
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