+130.8%
SLB vs CPB
-39.5%
+170.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.5% |
| 7D | +0.8% | -8.6% | +9.4% | +1.8% |
| 30D | +15.8% | -7.2% | +23.1% | +16.7% |
| 3M | -0.3% | +0.9% | -1.2% | -0.8% |
| 6M | +21.3% | -11.8% | +33.2% | +22.8% |
| YTD | +52.3% | -19.4% | +71.7% | +55.7% |
| 1Y | +63.6% | -30.4% | +94.0% | +70.6% |
| 3Y | +3.8% | -40.2% | +43.9% | +8.0% |
| All | +130.8% | -39.5% | +170.3% | +133.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling