-14.2%
SLB vs CPB
-40.1%
+25.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.4% | +2.2% |
| 7D | -1.2% | -4.1% | +2.9% | -0.9% |
| 30D | +4.5% | +16.9% | -12.4% | +3.2% |
| 3M | -4.6% | -0.6% | -4.0% | -4.6% |
| 6M | -6.3% | +11.4% | -17.6% | -7.3% |
| YTD | +35.0% | -14.8% | +49.8% | +36.2% |
| 1Y | +38.8% | -24.8% | +63.6% | +41.6% |
| 3Y | +3.3% | -36.6% | +39.9% | +5.9% |
| 5Y | +73.6% | -33.3% | +107.0% | +77.4% |
| 10Y | -14.2% | -40.4% | +26.2% | -9.4% |
| All | -14.2% | -40.1% | +25.9% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling