-17.1%
SLB vs CNP
+138.0%
-155.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.2% | -0.3% |
| 7D | -7.1% | -4.2% | -2.9% | -5.1% |
| 30D | +4.1% | +5.5% | -1.4% | +1.2% |
| 3M | -2.6% | +0.6% | -3.2% | -3.2% |
| 6M | -8.6% | -2.8% | -5.7% | -7.8% |
| YTD | +32.2% | +7.9% | +24.3% | +25.7% |
| 1Y | +40.7% | +6.7% | +34.0% | +34.4% |
| 3Y | -4.5% | +61.1% | -65.7% | -28.8% |
| 5Y | +66.4% | +73.0% | -6.6% | +17.1% |
| All | -17.1% | +138.0% | -155.2% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling