+73.6%
SLB vs CNP
+73.9%
-0.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +2.6% | +2.5% | +0.1% | +1.9% |
| 30D | +4.4% | +4.0% | +0.3% | +3.2% |
| 3M | -2.7% | +1.6% | -4.4% | -3.3% |
| 6M | -7.5% | -1.7% | -5.9% | -7.3% |
| YTD | +34.8% | +8.6% | +26.2% | +30.5% |
| 1Y | +44.6% | +5.8% | +38.8% | +41.1% |
| 3Y | +3.2% | +63.0% | -59.8% | -15.8% |
| 5Y | +73.6% | +74.7% | -1.1% | +34.2% |
| All | +73.6% | +73.9% | -0.4% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling