-5.8%
SLB vs CAG
-36.2%
+30.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -2.5% | -5.7% | +3.2% | -1.3% |
| 30D | +7.1% | -2.4% | +9.5% | +7.6% |
| 3M | +0.6% | +9.8% | -9.2% | -1.7% |
| 6M | +17.6% | -10.8% | +28.4% | +20.0% |
| YTD | +48.5% | -10.8% | +59.3% | +51.3% |
| 1Y | +59.4% | -19.0% | +78.4% | +65.6% |
| 3Y | -0.4% | -39.7% | +39.3% | +8.6% |
| 5Y | +133.8% | -43.0% | +176.8% | +156.4% |
| All | -5.8% | -36.2% | +30.4% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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