+62.5%
SLB vs CAG
-39.4%
+102.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.8% |
| 7D | -7.1% | +5.8% | -12.9% | -8.0% |
| 30D | +4.1% | +16.4% | -12.3% | +1.3% |
| 3M | -2.6% | +3.8% | -6.5% | -3.5% |
| 6M | -8.6% | +10.8% | -19.4% | -10.7% |
| YTD | +32.2% | -5.8% | +38.0% | +33.6% |
| 1Y | +40.7% | -2.4% | +43.0% | +41.2% |
| 3Y | -4.5% | -33.4% | +28.9% | +0.3% |
| All | +62.5% | -39.4% | +102.0% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling