+46.2%
SLB vs CEG
-33.0%
+79.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.7% | +5.6% | -0.6% |
| 7D | -4.1% | -4.8% | +0.7% | -3.7% |
| 30D | +2.5% | -8.2% | +10.7% | +3.0% |
| 3M | +2.0% | -7.9% | +9.9% | +2.6% |
| 6M | -6.3% | -23.2% | +16.9% | -5.2% |
| YTD | +36.5% | -30.1% | +66.7% | +35.7% |
| 1Y | +46.2% | -31.9% | +78.1% | +46.1% |
| All | +46.2% | -33.0% | +79.2% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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