+958.5%
SLB vs CRS
+10,171.0%
-9,212.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.5% |
| 7D | +0.8% | -0.2% | +1.1% | +0.9% |
| 30D | +15.8% | -16.6% | +32.5% | +23.6% |
| 3M | -0.3% | -3.5% | +3.1% | -0.2% |
| 6M | +21.3% | +15.4% | +5.9% | +12.1% |
| YTD | +52.3% | +51.2% | +1.1% | +25.8% |
| 1Y | +63.6% | +98.3% | -34.7% | +19.4% |
| 3Y | +3.8% | +651.5% | -647.8% | -58.3% |
| 5Y | +128.6% | +1,411.1% | -1,282.5% | -34.1% |
| 10Y | -3.1% | +1,424.3% | -1,427.4% | -74.6% |
| All | +958.5% | +10,171.0% | -9,212.5% | +48.8% |
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 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