-3.3%
SLB vs CP
+220.9%
-224.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | -0.1% |
| 7D | +0.8% | -2.7% | +3.5% | +2.7% |
| 30D | +15.8% | +0.2% | +15.7% | +15.4% |
| 3M | -0.3% | +2.6% | -2.9% | -2.6% |
| 6M | +21.3% | +6.0% | +15.4% | +15.4% |
| YTD | +52.3% | +24.9% | +27.4% | +28.3% |
| 1Y | +63.6% | +20.1% | +43.5% | +41.2% |
| 3Y | +3.8% | +16.4% | -12.6% | -11.0% |
| 5Y | +128.6% | +31.7% | +96.9% | +70.3% |
| All | -3.3% | +220.9% | -224.2% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling