+130.8%
SLB vs CFG
+101.4%
+29.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +17.7% |
| 3M | -0.3% | +11.5% | -11.8% | -5.6% |
| 6M | +21.3% | +19.2% | +2.2% | +11.3% |
| YTD | +52.3% | +23.7% | +28.6% | +37.2% |
| 1Y | +63.6% | +38.8% | +24.8% | +39.6% |
| 3Y | +3.8% | +178.9% | -175.1% | -35.9% |
| All | +130.8% | +101.4% | +29.4% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling