-14.2%
SLB vs COR
+489.9%
-504.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | -1.2% | -1.2% | 0.0% | -0.7% |
| 30D | +4.5% | +7.6% | -3.1% | +1.3% |
| 3M | -4.6% | +5.0% | -9.6% | -6.8% |
| 6M | -6.3% | +35.3% | -41.6% | -17.4% |
| YTD | +35.0% | +4.2% | +30.7% | +29.6% |
| 1Y | +38.8% | -3.4% | +42.2% | +37.6% |
| 3Y | +3.3% | +81.1% | -77.8% | -26.4% |
| 5Y | +73.6% | +195.8% | -122.2% | -4.9% |
| 10Y | -14.2% | +493.6% | -507.8% | -63.6% |
| All | -14.2% | +489.9% | -504.1% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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