-4.5%
SLB vs CNP
+60.3%
-64.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.2% | +0.4% |
| 7D | -7.1% | -4.2% | -2.9% | -6.7% |
| 30D | +4.1% | +5.5% | -1.4% | +3.5% |
| 3M | -2.6% | +0.6% | -3.2% | -2.7% |
| 6M | -8.6% | -2.8% | -5.7% | -8.2% |
| YTD | +32.2% | +7.9% | +24.3% | +30.5% |
| 1Y | +40.7% | +6.7% | +34.0% | +39.1% |
| 3Y | -4.5% | +61.1% | -65.7% | -14.6% |
| All | -4.5% | +60.3% | -64.8% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling