-4.5%
SLB vs CEG
+114.1%
-118.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | +0.1% |
| 7D | -7.1% | -4.7% | -2.4% | -6.7% |
| 30D | +4.1% | -16.6% | +20.7% | +5.9% |
| 3M | -2.6% | -4.1% | +1.5% | -2.4% |
| 6M | -8.6% | -22.3% | +13.8% | -6.6% |
| YTD | +32.2% | -28.9% | +61.1% | +35.6% |
| 1Y | +40.7% | -28.5% | +69.1% | +43.9% |
| 3Y | -4.5% | +104.3% | -108.8% | -18.0% |
| All | -4.5% | +114.1% | -118.7% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling