-17.3%
SLB vs COR
+505.6%
-522.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -1.3% |
| 7D | -4.3% | +2.4% | -6.7% | -5.2% |
| 30D | +1.9% | +7.7% | -5.7% | -1.2% |
| 3M | -5.7% | +7.5% | -13.2% | -8.8% |
| 6M | -5.3% | +34.1% | -39.5% | -16.4% |
| YTD | +32.2% | +3.9% | +28.3% | +27.0% |
| 1Y | +38.5% | -3.6% | +42.1% | +37.4% |
| 3Y | +1.1% | +80.5% | -79.4% | -27.8% |
| 5Y | +70.3% | +194.9% | -124.6% | -6.6% |
| 10Y | -17.3% | +486.6% | -503.9% | -65.0% |
| All | -17.3% | +505.6% | -522.9% | -65.0% |
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