+130.8%
SLB vs CSGP
-64.7%
+195.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.5% |
| 7D | +0.8% | -4.1% | +4.9% | +1.4% |
| 30D | +15.8% | +2.3% | +13.5% | +15.3% |
| 3M | -0.3% | -8.2% | +7.8% | +0.5% |
| 6M | +21.3% | -35.1% | +56.4% | +28.7% |
| YTD | +52.3% | -54.0% | +106.3% | +70.4% |
| 1Y | +63.6% | -65.3% | +128.9% | +92.1% |
| 3Y | +3.8% | -62.6% | +66.3% | +18.9% |
| All | +130.8% | -64.7% | +195.5% | +208.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling