+1.1%
SLB vs CPB
-36.1%
+37.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | -4.3% | +2.9% | -7.1% | -4.4% |
| 30D | +1.9% | +17.6% | -15.7% | +0.9% |
| 3M | -5.7% | +2.0% | -7.8% | -5.7% |
| 6M | -5.3% | +11.6% | -17.0% | -6.4% |
| YTD | +32.2% | -13.8% | +45.9% | +33.9% |
| 1Y | +38.5% | -21.6% | +60.1% | +41.9% |
| 3Y | +1.1% | -35.8% | +36.9% | +5.0% |
| All | +1.1% | -36.1% | +37.2% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling