+3.2%
SLB vs CFG
+182.2%
-179.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | -0.4% |
| 7D | -3.7% | +0.3% | -4.0% | -3.8% |
| 30D | +2.9% | +3.2% | -0.3% | +1.4% |
| 3M | +0.2% | -9.7% | +9.9% | +4.5% |
| 6M | -4.4% | +3.6% | -8.1% | -6.9% |
| YTD | +33.4% | +14.7% | +18.7% | +23.6% |
| 1Y | +40.8% | +29.6% | +11.2% | +23.5% |
| 3Y | +3.2% | +190.6% | -187.4% | -28.4% |
| All | +3.2% | +182.2% | -179.0% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling