-5.8%
SLB vs CPAY
+155.2%
-161.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.5% | -2.0% | -0.6% | -1.5% |
| 30D | +7.1% | -0.4% | +7.5% | +7.1% |
| 3M | +0.6% | +16.4% | -15.7% | -7.7% |
| 6M | +17.6% | +23.5% | -5.9% | +3.3% |
| YTD | +48.5% | +35.7% | +12.8% | +21.5% |
| 1Y | +59.4% | +30.2% | +29.2% | +32.5% |
| 3Y | -0.4% | +49.7% | -50.1% | -26.5% |
| 5Y | +133.8% | +56.6% | +77.2% | +63.0% |
| All | -5.8% | +155.2% | -161.0% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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