-17.1%
SLB vs CPB
-38.3%
+21.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.8% | +0.6% |
| 7D | -7.1% | +8.0% | -15.1% | -7.6% |
| 30D | +4.1% | +22.4% | -18.3% | +2.5% |
| 3M | -2.6% | +2.5% | -5.2% | -2.9% |
| 6M | -8.6% | +12.2% | -20.8% | -9.6% |
| YTD | +32.2% | -12.8% | +45.0% | +33.3% |
| 1Y | +40.7% | -19.2% | +59.8% | +42.7% |
| 3Y | -4.5% | -35.6% | +31.0% | -2.2% |
| 5Y | +66.4% | -31.4% | +97.8% | +69.7% |
| All | -17.1% | -38.3% | +21.2% | -13.9% |
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