+62.5%
SLB vs CP
+24.4%
+38.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.4% |
| 7D | -7.1% | +2.8% | -9.9% | -8.5% |
| 30D | +4.1% | +10.2% | -6.1% | -1.1% |
| 3M | -2.6% | +2.4% | -5.0% | -4.1% |
| 6M | -8.6% | +7.7% | -16.2% | -12.5% |
| YTD | +32.2% | +26.0% | +6.2% | +16.1% |
| 1Y | +40.7% | +34.6% | +6.0% | +19.2% |
| 3Y | -4.5% | +26.7% | -31.2% | -18.4% |
| All | +62.5% | +24.4% | +38.2% | +35.9% |
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 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