-32.0%
SLB vs CFG
+347.0%
-379.0%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.1% |
| 7D | -7.1% | -0.9% | -6.2% | -6.7% |
| 30D | +4.1% | +1.1% | +3.0% | +3.3% |
| 3M | -2.6% | -12.0% | +9.4% | +4.5% |
| 6M | -8.6% | -2.2% | -6.3% | -8.3% |
| YTD | +32.2% | +11.4% | +20.8% | +22.3% |
| 1Y | +40.7% | +27.8% | +12.8% | +19.9% |
| 3Y | -4.5% | +173.3% | -177.8% | -50.4% |
| 5Y | +66.4% | +62.4% | +3.9% | +11.7% |
| 10Y | -15.1% | +249.6% | -264.7% | -64.7% |
| All | -32.0% | +347.0% | -379.0% | -74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling