+3.4%
SLB vs CFG
+191.5%
-188.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.2% |
| 7D | +3.5% | +3.2% | +0.3% | +2.1% |
| 30D | +6.5% | +5.1% | +1.4% | +4.1% |
| 3M | -0.2% | -11.2% | +11.0% | +4.9% |
| 6M | -5.7% | +9.6% | -15.3% | -10.4% |
| YTD | +36.8% | +15.0% | +21.9% | +26.7% |
| 1Y | +45.8% | +29.9% | +15.9% | +27.8% |
| 3Y | +3.4% | +192.1% | -188.7% | -29.0% |
| All | +3.4% | +191.5% | -188.1% | -29.0% |
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