-5.9%
SLB vs CPAY
+1,748.9%
-1,754.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +0.8% |
| 7D | +3.5% | +1.6% | +2.0% | +2.7% |
| 30D | +6.5% | +17.6% | -11.1% | -2.1% |
| 3M | -0.2% | +8.7% | -8.9% | -4.8% |
| 6M | -5.7% | +39.5% | -45.3% | -21.0% |
| YTD | +36.8% | +53.6% | -16.8% | +6.3% |
| 1Y | +45.8% | +63.3% | -17.5% | +9.5% |
| 3Y | +3.4% | +101.7% | -98.4% | -32.9% |
| 5Y | +76.1% | +91.4% | -15.2% | +14.5% |
| 10Y | -13.0% | +221.7% | -234.7% | -54.2% |
| All | -5.9% | +1,748.9% | -1,754.8% | -77.7% |
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