-3.1%
SLB vs CFG
+324.8%
-328.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +0.8% | +1.5% | -0.7% | -0.1% |
| 30D | +15.8% | -3.8% | +19.7% | +18.3% |
| 3M | -0.3% | +11.5% | -11.8% | -7.4% |
| 6M | +21.3% | +19.2% | +2.2% | +7.9% |
| YTD | +52.3% | +23.7% | +28.6% | +32.0% |
| 1Y | +63.6% | +38.8% | +24.8% | +31.6% |
| 3Y | +3.8% | +178.9% | -175.1% | -48.7% |
| 5Y | +128.6% | +101.8% | +26.9% | +30.8% |
| All | -3.1% | +324.8% | -328.0% | -63.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling