+325.9%
CMG vs SLB
-12.7%
+338.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +2.5% | +3.5% | -1.0% | +1.9% |
| 30D | +15.6% | +6.5% | +9.1% | +14.2% |
| 3M | +8.2% | -0.2% | +8.4% | +7.9% |
| 6M | +9.9% | -5.7% | +15.6% | +10.0% |
| YTD | -4.6% | +36.8% | -41.5% | -10.9% |
| 1Y | +12.4% | +45.8% | -33.4% | +3.9% |
| 3Y | -18.0% | +3.4% | -21.3% | -20.9% |
| 5Y | -5.3% | +76.1% | -81.5% | -20.5% |
| All | +325.9% | -12.7% | +338.6% | +236.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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