+3.2%
SLB vs CRL
+38.0%
-34.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +0.5% |
| 7D | +0.8% | -1.0% | +1.9% | +1.0% |
| 30D | +15.8% | +10.7% | +5.2% | +13.4% |
| 3M | -0.3% | +55.3% | -55.6% | -9.8% |
| 6M | +21.3% | +60.7% | -39.3% | +8.0% |
| YTD | +52.3% | +44.6% | +7.7% | +38.7% |
| 1Y | +63.6% | +77.7% | -14.1% | +40.2% |
| All | +3.2% | +38.0% | -34.8% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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