+63.6%
SLB vs CFG
+40.4%
+23.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +0.8% | +1.5% | -0.7% | +0.2% |
| 30D | +15.8% | -3.8% | +19.7% | +17.4% |
| 3M | -0.3% | +11.5% | -11.8% | -5.9% |
| 6M | +21.3% | +19.2% | +2.2% | +10.4% |
| YTD | +52.3% | +23.7% | +28.6% | +35.4% |
| 1Y | +63.6% | +38.8% | +24.8% | +39.2% |
| All | +63.6% | +40.4% | +23.2% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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