-2.6%
SLB vs CRS
+1,345.8%
-1,348.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.9% | -0.5% | -1.3% | -1.7% |
| 30D | +7.8% | -18.1% | +25.9% | +16.7% |
| 3M | +2.7% | -12.4% | +15.1% | +7.0% |
| 6M | +22.2% | +15.9% | +6.2% | +11.5% |
| YTD | +51.1% | +45.8% | +5.3% | +23.7% |
| 1Y | +63.3% | +87.8% | -24.4% | +17.2% |
| 3Y | +2.4% | +648.7% | -646.3% | -64.7% |
| 5Y | +139.3% | +1,416.6% | -1,277.3% | -46.6% |
| 10Y | -2.6% | +1,412.7% | -1,415.3% | -80.1% |
| All | -2.6% | +1,345.8% | -1,348.4% | -80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling