+38.8%
SLB vs CAG
-7.3%
+46.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +2.3% |
| 7D | -1.2% | -1.8% | +0.6% | -1.0% |
| 30D | +4.5% | +9.7% | -5.2% | +3.0% |
| 3M | -4.6% | +0.5% | -5.1% | -4.7% |
| 6M | -6.3% | +8.9% | -15.2% | -7.7% |
| YTD | +35.0% | -8.4% | +43.3% | +40.9% |
| 1Y | +38.8% | -8.3% | +47.1% | +44.7% |
| All | +38.8% | -7.3% | +46.2% | +44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling