-20.6%
SLB vs CNH
+28.6%
-49.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.9% | +0.2% | -1.7% |
| 7D | -7.7% | -0.4% | -7.4% | -7.6% |
| 30D | -0.7% | -15.2% | +14.5% | +7.5% |
| 3M | 0.0% | +4.3% | -4.3% | -4.3% |
| 6M | -10.4% | +10.1% | -20.5% | -17.9% |
| YTD | +31.5% | +23.2% | +8.3% | +11.9% |
| 1Y | +39.1% | +8.5% | +30.6% | +26.3% |
| 3Y | -5.7% | +4.1% | -9.8% | -15.9% |
| 5Y | +65.4% | -17.8% | +83.3% | +62.7% |
| 10Y | -15.6% | +113.3% | -128.9% | -48.4% |
| All | -20.6% | +28.6% | -49.3% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling