+591.2%
SLB vs COR
+17,684.4%
-17,093.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.0% |
| 7D | -7.1% | +0.8% | -7.9% | -7.3% |
| 30D | +4.1% | +5.1% | -1.1% | +2.7% |
| 3M | -2.6% | +2.8% | -5.5% | -3.5% |
| 6M | -8.6% | +32.5% | -41.1% | -15.1% |
| YTD | +32.2% | -0.7% | +32.9% | +30.5% |
| 1Y | +40.7% | -6.7% | +47.4% | +40.9% |
| 3Y | -4.5% | +73.7% | -78.3% | -19.6% |
| 5Y | +66.4% | +177.9% | -111.5% | +23.9% |
| 10Y | -15.1% | +533.8% | -548.8% | -48.1% |
| All | +591.2% | +17,684.4% | -17,093.2% | +183.9% |
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