+139.3%
SLB vs CPAY
+54.3%
+85.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -1.9% | -2.5% | +0.6% | -0.9% |
| 30D | +7.8% | +1.3% | +6.5% | +7.0% |
| 3M | +2.7% | +13.5% | -10.8% | -3.0% |
| 6M | +22.2% | +24.7% | -2.6% | +10.0% |
| YTD | +51.1% | +34.9% | +16.1% | +29.1% |
| 1Y | +63.3% | +29.7% | +33.7% | +41.5% |
| 3Y | +2.4% | +49.4% | -47.0% | -19.8% |
| 5Y | +139.3% | +53.5% | +85.9% | +80.6% |
| All | +139.3% | +54.3% | +85.0% | +80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling