+3,981.8%
CMG vs SLB
+29.1%
+3,952.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | +8.0% | -4.3% | +12.3% | +9.0% |
| 30D | +13.7% | +1.9% | +11.8% | +12.9% |
| 3M | +11.8% | -5.7% | +17.5% | +12.7% |
| 6M | +10.6% | -5.3% | +15.9% | +10.5% |
| YTD | -2.9% | +32.2% | -35.1% | -10.9% |
| 1Y | +17.8% | +38.5% | -20.7% | +6.8% |
| 3Y | -15.3% | +1.1% | -16.4% | -19.0% |
| 5Y | -0.9% | +70.3% | -71.1% | -21.4% |
| 10Y | +358.4% | -17.3% | +375.7% | +296.1% |
| All | +3,981.8% | +29.1% | +3,952.7% | +2,527.0% |
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 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