-8.1%
SLB vs CNH
+64.7%
-72.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.9% | -1.9% |
| 7D | +0.8% | +23.3% | -22.5% | -10.1% |
| 30D | +15.8% | +33.5% | -17.6% | -1.5% |
| 3M | -0.3% | +32.7% | -33.1% | -15.7% |
| 6M | +21.3% | +22.2% | -0.8% | +5.7% |
| YTD | +52.3% | +57.7% | -5.4% | +15.2% |
| 1Y | +63.6% | +28.0% | +35.6% | +37.6% |
| 3Y | +3.8% | +11.5% | -7.8% | -9.4% |
| 5Y | +128.6% | +11.9% | +116.8% | +93.0% |
| 10Y | -3.1% | +162.8% | -165.8% | -46.9% |
| All | -8.1% | +64.7% | -72.7% | -47.5% |
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