+837.0%
SLB vs CRS
+6,376.2%
-5,539.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.6% |
| 7D | +2.6% | +7.4% | -4.9% | -0.4% |
| 30D | +4.4% | -21.2% | +25.6% | +12.5% |
| 3M | -2.7% | -43.3% | +40.6% | +18.4% |
| 6M | -7.5% | -29.4% | +21.9% | +2.2% |
| YTD | +34.8% | -4.7% | +39.5% | +30.5% |
| 1Y | +44.6% | -9.6% | +54.2% | +42.4% |
| 3Y | +3.2% | +355.5% | -352.3% | -50.3% |
| 5Y | +73.6% | +826.6% | -753.0% | -40.7% |
| 10Y | -14.3% | +846.1% | -860.4% | -73.2% |
| All | +837.0% | +6,376.2% | -5,539.1% | +54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling