-14.2%
SLB vs CP
+251.7%
-265.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -1.2% | -0.7% | -0.5% | -0.7% |
| 30D | +4.5% | +9.6% | -5.1% | -2.3% |
| 3M | -4.6% | +2.2% | -6.8% | -6.5% |
| 6M | -6.3% | +11.1% | -17.4% | -13.8% |
| YTD | +35.0% | +28.2% | +6.8% | +11.1% |
| 1Y | +38.8% | +32.2% | +6.6% | +11.8% |
| 3Y | +3.3% | +35.5% | -32.2% | -21.3% |
| 5Y | +73.6% | +26.8% | +46.8% | +33.7% |
| 10Y | -14.2% | +256.9% | -271.2% | -65.6% |
| All | -14.2% | +251.7% | -265.9% | -65.6% |
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