+950.0%
SLB vs CRH
+6,101.6%
-5,151.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.4% |
| 7D | -1.9% | -3.6% | +1.7% | -0.8% |
| 30D | +7.8% | -10.8% | +18.6% | +11.7% |
| 3M | +2.7% | -13.5% | +16.2% | +7.0% |
| 6M | +22.2% | -15.4% | +37.6% | +27.7% |
| YTD | +51.1% | -27.6% | +78.7% | +65.6% |
| 1Y | +63.3% | -18.4% | +81.7% | +71.6% |
| 3Y | +2.4% | +72.5% | -70.1% | -16.6% |
| 5Y | +139.3% | +99.2% | +40.2% | +83.0% |
| 10Y | -2.6% | +257.0% | -259.7% | -36.6% |
| All | +950.0% | +6,101.6% | -5,151.6% | +400.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling