-5.1%
CMG vs SLB
+63.0%
-68.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.8% |
| 7D | +8.0% | -7.1% | +15.1% | +8.6% |
| 30D | +11.9% | +4.1% | +7.8% | +11.4% |
| 3M | +2.1% | -2.6% | +4.8% | +2.2% |
| 6M | +5.2% | -8.6% | +13.7% | +5.6% |
| YTD | -6.9% | +32.2% | -39.1% | -10.5% |
| 1Y | +12.7% | +40.7% | -28.0% | +7.5% |
| 3Y | -16.8% | -4.5% | -12.3% | -19.3% |
| All | -5.1% | +63.0% | -68.1% | -9.7% |
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