-5.8%
SLB vs CRH
+253.3%
-259.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.5% |
| 7D | -2.5% | -6.1% | +3.5% | +0.8% |
| 30D | +7.1% | -9.3% | +16.4% | +12.7% |
| 3M | +0.6% | -15.2% | +15.8% | +9.1% |
| 6M | +17.6% | -14.2% | +31.8% | +25.4% |
| YTD | +48.5% | -28.3% | +76.7% | +74.2% |
| 1Y | +59.4% | -21.8% | +81.2% | +76.3% |
| 3Y | -0.4% | +71.6% | -72.0% | -35.4% |
| 5Y | +133.8% | +96.6% | +37.2% | +32.9% |
| All | -5.8% | +253.3% | -259.1% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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