-7.3%
SLB vs CPAY
+1,724.0%
-1,731.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.5% |
| 7D | +2.6% | +2.0% | +0.5% | +1.6% |
| 30D | +4.4% | +14.3% | -9.9% | -2.7% |
| 3M | -2.7% | +11.3% | -14.0% | -8.4% |
| 6M | -7.5% | +34.8% | -42.3% | -21.2% |
| YTD | +34.8% | +51.5% | -16.7% | +5.4% |
| 1Y | +44.6% | +59.0% | -14.5% | +10.1% |
| 3Y | +3.2% | +97.2% | -94.1% | -32.3% |
| 5Y | +73.6% | +88.8% | -15.3% | +13.6% |
| 10Y | -14.3% | +217.3% | -231.6% | -54.6% |
| All | -7.3% | +1,724.0% | -1,731.3% | -77.9% |
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