-17.6%
SLB vs CSGP
+71.3%
-88.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.1% | -3.4% |
| 7D | -7.7% | +13.9% | -21.6% | -10.6% |
| 30D | -0.7% | +16.0% | -16.7% | -5.0% |
| 3M | 0.0% | +6.1% | -6.1% | -2.8% |
| 6M | -10.4% | -8.2% | -2.3% | -10.3% |
| YTD | +31.5% | -52.3% | +83.8% | +54.7% |
| 1Y | +39.1% | -54.5% | +93.6% | +65.7% |
| 3Y | -5.7% | -58.6% | +52.9% | +13.1% |
| 5Y | +65.4% | -61.5% | +126.9% | +99.2% |
| All | -17.6% | +71.3% | -88.9% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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