+604.9%
SLB vs COR
+18,527.9%
-17,922.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +2.6% | +2.9% | -0.3% | +1.8% |
| 30D | +4.4% | +5.8% | -1.4% | +2.8% |
| 3M | -2.7% | +11.4% | -14.2% | -5.5% |
| 6M | -7.5% | +34.5% | -42.0% | -14.4% |
| YTD | +34.8% | +4.1% | +30.8% | +31.6% |
| 1Y | +44.6% | -3.1% | +47.7% | +43.6% |
| 3Y | +3.2% | +80.9% | -77.7% | -13.9% |
| 5Y | +73.6% | +195.1% | -121.6% | +27.4% |
| 10Y | -14.3% | +492.7% | -507.0% | -47.0% |
| All | +604.9% | +18,527.9% | -17,922.9% | +186.2% |
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