+49.6%
SLB vs CEG
+583.3%
-533.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | -0.1% |
| 7D | -7.1% | -4.7% | -2.4% | -6.5% |
| 30D | +4.1% | -16.6% | +20.7% | +6.7% |
| 3M | -2.6% | -4.1% | +1.5% | -2.4% |
| 6M | -8.6% | -22.3% | +13.8% | -5.7% |
| YTD | +32.2% | -28.9% | +61.1% | +37.2% |
| 1Y | +40.7% | -28.5% | +69.1% | +45.3% |
| 3Y | -4.5% | +104.3% | -108.8% | -27.1% |
| All | +49.6% | +583.3% | -533.7% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling