+158.1%
SLB vs CRL
+1,379.5%
-1,221.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +0.6% |
| 7D | +0.8% | -1.0% | +1.9% | +1.1% |
| 30D | +15.8% | +10.7% | +5.2% | +12.6% |
| 3M | -0.3% | +55.3% | -55.6% | -12.6% |
| 6M | +21.3% | +60.7% | -39.3% | +4.0% |
| YTD | +52.3% | +44.6% | +7.7% | +33.8% |
| 1Y | +63.6% | +77.7% | -14.1% | +34.5% |
| 3Y | +3.8% | +37.6% | -33.9% | -12.3% |
| 5Y | +128.6% | -35.8% | +164.5% | +132.0% |
| 10Y | -3.1% | +241.7% | -244.8% | -42.1% |
| All | +158.1% | +1,379.5% | -1,221.4% | +1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling