+2.5%
SLB vs CRS
+653.3%
-650.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | 0.0% |
| 7D | +0.4% | -3.1% | +3.5% | +1.1% |
| 30D | +13.6% | -19.6% | +33.2% | +18.8% |
| 3M | +1.5% | -8.1% | +9.6% | +2.5% |
| 6M | +23.0% | +18.6% | +4.5% | +16.5% |
| YTD | +51.2% | +45.9% | +5.4% | +36.0% |
| 1Y | +63.5% | +82.5% | -19.0% | +38.0% |
| 3Y | +2.5% | +648.9% | -646.4% | -35.5% |
| All | +2.5% | +653.3% | -650.7% | -35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling