+696.3%
SLB vs COR
+17,545.2%
-16,848.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +0.6% |
| 7D | +0.8% | +2.8% | -1.9% | +0.1% |
| 30D | +15.8% | +4.5% | +11.3% | +14.5% |
| 3M | -0.3% | +22.7% | -23.0% | -5.5% |
| 6M | +21.3% | -9.7% | +31.1% | +23.4% |
| YTD | +52.3% | -1.4% | +53.7% | +50.9% |
| 1Y | +63.6% | +13.9% | +49.7% | +55.9% |
| 3Y | +3.8% | +94.0% | -90.2% | -15.0% |
| 5Y | +128.6% | +184.0% | -55.4% | +69.7% |
| 10Y | -3.1% | +406.8% | -409.8% | -38.1% |
| All | +696.3% | +17,545.2% | -16,848.9% | +228.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling