+73.6%
SLB vs CRS
+864.2%
-790.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | +1.4% |
| 7D | -1.2% | +4.4% | -5.5% | -2.4% |
| 30D | +4.5% | -19.1% | +23.6% | +9.6% |
| 3M | -4.6% | -43.2% | +38.7% | +10.3% |
| 6M | -6.3% | -28.9% | +22.6% | +0.6% |
| YTD | +35.0% | -3.0% | +37.9% | +30.6% |
| 1Y | +38.8% | -5.3% | +44.1% | +34.9% |
| 3Y | +3.3% | +363.5% | -360.3% | -43.6% |
| 5Y | +73.6% | +858.2% | -784.6% | -28.8% |
| All | +73.6% | +864.2% | -790.6% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling