+322.3%
CMG vs SLB
-4.1%
+326.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -6.5% | -1.9% | -4.6% | -6.2% |
| 30D | +12.1% | +7.8% | +4.3% | +10.7% |
| 3M | +20.6% | +2.7% | +17.9% | +19.6% |
| 6M | +2.1% | +22.2% | -20.1% | -2.2% |
| YTD | -2.6% | +51.1% | -53.7% | -10.2% |
| 1Y | -8.7% | +63.3% | -72.0% | -17.1% |
| 3Y | -7.4% | +2.4% | -9.8% | -10.3% |
| 5Y | -5.7% | +139.3% | -145.0% | -25.7% |
| 10Y | +322.3% | -2.6% | +325.0% | +235.2% |
| All | +322.3% | -4.1% | +326.4% | +235.2% |
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