+3.2%
SLB vs CAG
-36.5%
+39.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | +0.8% | -3.8% | +4.6% | +1.4% |
| 30D | +15.8% | +3.1% | +12.7% | +15.2% |
| 3M | -0.3% | +23.5% | -23.8% | -4.1% |
| 6M | +21.3% | -14.8% | +36.2% | +25.5% |
| YTD | +52.3% | -5.4% | +57.7% | +54.5% |
| 1Y | +63.6% | -11.8% | +75.4% | +67.4% |
| All | +3.2% | -36.5% | +39.7% | -1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling