-21.6%
SLB vs CFG
+396.4%
-418.0%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.2% |
| 3M | -0.3% | +11.5% | -11.8% | -7.2% |
| 6M | +21.3% | +19.2% | +2.2% | +8.4% |
| YTD | +52.3% | +23.7% | +28.6% | +32.8% |
| 1Y | +63.6% | +38.8% | +24.8% | +32.7% |
| 3Y | +3.8% | +178.9% | -175.1% | -47.1% |
| 5Y | +128.6% | +101.8% | +26.9% | +34.4% |
| 10Y | -3.1% | +317.3% | -320.3% | -63.0% |
| All | -21.6% | +396.4% | -418.0% | -72.7% |
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