+54.9%
SLB vs CEG
+666.0%
-611.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | +3.5% | +12.1% | -8.6% | +1.7% |
| 30D | +6.5% | +0.2% | +6.3% | +6.3% |
| 3M | -0.2% | +0.7% | -0.9% | -0.8% |
| 6M | -5.7% | +2.2% | -8.0% | -6.7% |
| YTD | +36.8% | -20.3% | +57.2% | +39.5% |
| 1Y | +45.8% | -16.1% | +61.9% | +47.0% |
| 3Y | +3.4% | +134.7% | -131.3% | -23.0% |
| All | +54.9% | +666.0% | -611.1% | +3.2% |
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