-3.0%
CMG vs SLB
+128.1%
-131.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -1.5% | +0.4% | -1.9% | -1.5% |
| 30D | +12.7% | +13.6% | -0.9% | +11.5% |
| 3M | +26.3% | +1.5% | +24.8% | +26.1% |
| 6M | +4.5% | +23.0% | -18.5% | +1.9% |
| YTD | -0.1% | +51.2% | -51.3% | -4.7% |
| 1Y | -6.8% | +63.5% | -70.3% | -11.8% |
| 3Y | -5.0% | +2.5% | -7.5% | -8.4% |
| 5Y | -3.0% | +139.2% | -142.2% | -9.0% |
| All | -3.0% | +128.1% | -131.1% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling