-16.6%
SLB vs CPB
-39.9%
+23.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | -3.7% | +3.3% | -6.9% | -3.9% |
| 30D | +2.9% | +19.0% | -16.1% | +1.6% |
| 3M | +0.2% | +0.4% | -0.2% | +0.1% |
| 6M | -4.4% | +13.0% | -17.4% | -5.6% |
| YTD | +33.4% | -12.7% | +46.2% | +34.5% |
| 1Y | +40.8% | -20.9% | +61.7% | +43.0% |
| 3Y | +3.2% | -35.4% | +38.6% | +5.7% |
| 5Y | +64.8% | -32.3% | +97.1% | +68.2% |
| 10Y | -16.6% | -40.5% | +24.0% | -13.4% |
| All | -16.6% | -39.9% | +23.4% | -13.4% |
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