+73.6%
SLB vs CRL
-13.0%
+86.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | 0.0% |
| 7D | +2.6% | +8.9% | -6.3% | +0.8% |
| 30D | +4.4% | +14.0% | -9.6% | +1.5% |
| 3M | -2.7% | +19.8% | -22.6% | -6.4% |
| 6M | -7.5% | +102.0% | -109.6% | -20.5% |
| YTD | +34.8% | +70.8% | -36.0% | +19.2% |
| 1Y | +44.6% | +98.7% | -54.1% | +23.5% |
| 3Y | +3.2% | +98.2% | -95.0% | -14.6% |
| 5Y | +73.6% | -11.7% | +85.2% | +53.0% |
| All | +73.6% | -13.0% | +86.6% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling