+38.5%
SLB vs CP
+32.8%
+5.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -4.3% | +2.8% | -7.1% | -5.2% |
| 30D | +1.9% | +11.0% | -9.1% | -2.2% |
| 3M | -5.7% | +3.8% | -9.6% | -7.2% |
| 6M | -5.3% | +9.5% | -14.8% | -9.3% |
| YTD | +32.2% | +28.2% | +3.9% | +17.6% |
| 1Y | +38.5% | +33.0% | +5.5% | +21.3% |
| All | +38.5% | +32.8% | +5.7% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling