-16.6%
SLB vs CSGP
+72.5%
-89.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.3% | +0.4% |
| 7D | -3.7% | -1.8% | -1.9% | -3.4% |
| 30D | +2.9% | +5.3% | -2.4% | +0.7% |
| 3M | +0.2% | +3.3% | -3.1% | -1.9% |
| 6M | -4.4% | -4.7% | +0.2% | -5.3% |
| YTD | +33.4% | -53.5% | +87.0% | +57.8% |
| 1Y | +40.8% | -53.7% | +94.5% | +66.5% |
| 3Y | +3.2% | -59.7% | +62.9% | +24.6% |
| 5Y | +64.8% | -62.5% | +127.3% | +99.5% |
| 10Y | -16.6% | +67.3% | -83.8% | -19.8% |
| All | -16.6% | +72.5% | -89.1% | -19.8% |
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