+2.5%
SLB vs CPAY
+49.5%
-47.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | 0.0% |
| 7D | +0.4% | +0.6% | -0.1% | +0.2% |
| 30D | +13.6% | +3.6% | +10.0% | +12.2% |
| 3M | +1.5% | +16.6% | -15.1% | -3.8% |
| 6M | +23.0% | +29.5% | -6.4% | +11.9% |
| YTD | +51.2% | +35.3% | +16.0% | +33.3% |
| 1Y | +63.5% | +30.6% | +32.9% | +45.9% |
| 3Y | +2.5% | +49.7% | -47.2% | -14.3% |
| All | +2.5% | +49.5% | -47.0% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling