-13.1%
SLB vs CPB
-38.9%
+25.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.7% | +1.3% |
| 7D | +3.5% | -1.6% | +5.1% | +3.6% |
| 30D | +6.5% | +19.2% | -12.7% | +5.1% |
| 3M | -0.2% | -0.9% | +0.7% | -0.2% |
| 6M | -5.7% | +15.2% | -21.0% | -7.0% |
| YTD | +36.8% | -13.1% | +49.9% | +37.9% |
| 1Y | +45.8% | -22.4% | +68.2% | +48.3% |
| 3Y | +3.4% | -35.3% | +38.7% | +5.8% |
| 5Y | +76.1% | -33.0% | +109.1% | +79.9% |
| All | -13.1% | -38.9% | +25.8% | -8.9% |
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