+3,812.5%
CMG vs SLB
+29.1%
+3,783.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.9% |
| 7D | +8.0% | -7.1% | +15.1% | +9.7% |
| 30D | +11.9% | +4.1% | +7.8% | +10.6% |
| 3M | +2.1% | -2.6% | +4.8% | +2.2% |
| 6M | +5.2% | -8.6% | +13.7% | +5.9% |
| YTD | -6.9% | +32.2% | -39.1% | -14.6% |
| 1Y | +12.7% | +40.7% | -28.0% | +1.7% |
| 3Y | -16.8% | -4.5% | -12.3% | -19.3% |
| 5Y | -4.1% | +66.4% | -70.4% | -23.4% |
| 10Y | +364.7% | -15.1% | +379.8% | +298.4% |
| All | +3,812.5% | +29.1% | +3,783.4% | +2,417.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling