+813.6%
SLB vs CP
+7,870.0%
-7,056.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.4% |
| 7D | -7.7% | +6.1% | -13.8% | -10.5% |
| 30D | -0.7% | +9.8% | -10.5% | -5.4% |
| 3M | 0.0% | +2.7% | -2.8% | -1.8% |
| 6M | -10.4% | +12.8% | -23.2% | -16.2% |
| YTD | +31.5% | +28.2% | +3.3% | +14.9% |
| 1Y | +39.1% | +34.1% | +5.0% | +18.8% |
| 3Y | -5.7% | +28.9% | -34.6% | -19.0% |
| 5Y | +65.4% | +27.1% | +38.4% | +41.2% |
| 10Y | -15.6% | +264.8% | -280.4% | -55.1% |
| All | +813.6% | +7,870.0% | -7,056.3% | +60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling