+64.8%
SLB vs CP
+27.1%
+37.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | -0.1% |
| 7D | -3.7% | +2.8% | -6.5% | -5.0% |
| 30D | +2.9% | +11.3% | -8.4% | -2.7% |
| 3M | +0.2% | +2.9% | -2.6% | -1.5% |
| 6M | -4.4% | +9.8% | -14.2% | -9.4% |
| YTD | +33.4% | +28.5% | +4.9% | +16.0% |
| 1Y | +40.8% | +33.5% | +7.3% | +20.0% |
| 3Y | +3.2% | +31.9% | -28.8% | -13.7% |
| 5Y | +64.8% | +25.5% | +39.3% | +37.8% |
| All | +64.8% | +27.1% | +37.7% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling