+139.2%
SLB vs COR
+180.8%
-41.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.4% |
| 7D | +0.4% | -1.9% | +2.3% | +0.8% |
| 30D | +13.6% | +1.5% | +12.1% | +13.2% |
| 3M | +1.5% | +18.7% | -17.2% | -1.9% |
| 6M | +23.0% | -9.0% | +32.1% | +25.1% |
| YTD | +51.2% | -3.3% | +54.5% | +50.9% |
| 1Y | +63.5% | +9.8% | +53.6% | +56.7% |
| 3Y | +2.5% | +87.4% | -84.8% | -25.4% |
| 5Y | +139.2% | +180.5% | -41.3% | +28.8% |
| All | +139.2% | +180.8% | -41.6% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling