+958.5%
SLB vs CPB
+325.7%
+632.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.8% |
| 7D | +0.8% | -8.6% | +9.4% | +2.6% |
| 30D | +15.8% | -7.2% | +23.1% | +17.4% |
| 3M | -0.3% | +0.9% | -1.2% | -1.0% |
| 6M | +21.3% | -11.8% | +33.2% | +23.6% |
| YTD | +52.3% | -19.4% | +71.7% | +57.7% |
| 1Y | +63.6% | -30.4% | +94.0% | +74.2% |
| 3Y | +3.8% | -40.2% | +43.9% | +12.4% |
| 5Y | +128.6% | -39.5% | +168.1% | +144.8% |
| 10Y | -3.1% | -47.4% | +44.3% | +3.0% |
| All | +958.5% | +325.7% | +632.8% | +588.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling