+4.7%
SLB vs CPAY
+1,565.5%
-1,560.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.6% |
| 7D | +0.8% | +2.1% | -1.2% | -0.2% |
| 30D | +15.8% | +5.5% | +10.3% | +12.7% |
| 3M | -0.3% | +16.6% | -16.9% | -8.2% |
| 6M | +21.3% | +26.7% | -5.3% | +6.0% |
| YTD | +52.3% | +38.4% | +13.9% | +25.1% |
| 1Y | +63.6% | +30.1% | +33.5% | +37.7% |
| 3Y | +3.8% | +52.6% | -48.8% | -22.1% |
| 5Y | +128.6% | +59.0% | +69.7% | +63.9% |
| 10Y | -3.1% | +148.4% | -151.4% | -42.8% |
| All | +4.7% | +1,565.5% | -1,560.8% | -73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling