-3.1%
SLB vs CPB
-47.3%
+44.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.4% |
| 7D | +0.8% | -8.6% | +9.4% | +1.5% |
| 30D | +15.8% | -7.2% | +23.1% | +16.5% |
| 3M | -0.3% | +0.9% | -1.2% | -0.6% |
| 6M | +21.3% | -11.8% | +33.2% | +22.3% |
| YTD | +52.3% | -19.4% | +71.7% | +54.5% |
| 1Y | +63.6% | -30.4% | +94.0% | +68.0% |
| 3Y | +3.8% | -40.2% | +43.9% | +7.0% |
| 5Y | +128.6% | -39.5% | +168.1% | +135.5% |
| All | -3.1% | -47.3% | +44.2% | +3.2% |
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