+3.4%
SLB vs COR
+85.8%
-82.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +1.5% |
| 7D | +3.5% | +7.6% | -4.1% | +3.7% |
| 30D | +6.5% | +6.8% | -0.3% | +6.7% |
| 3M | -0.2% | +16.0% | -16.3% | +0.1% |
| 6M | -5.7% | +41.0% | -46.7% | -4.4% |
| YTD | +36.8% | +6.9% | +29.9% | +36.6% |
| 1Y | +45.8% | -1.0% | +46.8% | +44.8% |
| 3Y | +3.4% | +84.6% | -81.3% | +8.8% |
| All | +3.4% | +85.8% | -82.5% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling