-4.5%
SLB vs CRL
+86.4%
-90.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.8% | -7.3% | -1.1% |
| 7D | -7.1% | -6.1% | -1.0% | -6.0% |
| 30D | +4.1% | +12.4% | -8.3% | +1.2% |
| 3M | -2.6% | +27.1% | -29.8% | -7.9% |
| 6M | -8.6% | +85.7% | -94.3% | -21.2% |
| YTD | +32.2% | +69.2% | -37.0% | +15.7% |
| 1Y | +40.7% | +97.5% | -56.9% | +17.9% |
| 3Y | -4.5% | +86.1% | -90.6% | -20.8% |
| All | -4.5% | +86.4% | -90.9% | -20.8% |
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