+76.4%
SLB vs CAG
-41.0%
+117.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.3% |
| 7D | +3.5% | -3.3% | +6.9% | +4.0% |
| 30D | +6.5% | +7.7% | -1.2% | +4.9% |
| 3M | -0.2% | -3.2% | +2.9% | +0.1% |
| 6M | -5.7% | +7.0% | -12.7% | -7.4% |
| YTD | +36.8% | -9.0% | +45.8% | +39.0% |
| 1Y | +45.8% | -9.6% | +55.4% | +48.2% |
| 3Y | +3.4% | -36.0% | +39.3% | +9.3% |
| All | +76.4% | -41.0% | +117.3% | +87.2% |
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 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