-3.1%
SLB vs CG
+362.4%
-365.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.9% |
| 7D | +0.8% | -4.3% | +5.2% | +2.8% |
| 30D | +15.8% | -5.1% | +20.9% | +18.1% |
| 3M | -0.3% | +8.7% | -9.0% | -4.8% |
| 6M | +21.3% | -9.2% | +30.6% | +24.9% |
| YTD | +52.3% | -18.9% | +71.2% | +63.7% |
| 1Y | +63.6% | -25.6% | +89.2% | +81.8% |
| 3Y | +3.8% | +57.3% | -53.5% | -24.0% |
| 5Y | +128.6% | +10.2% | +118.5% | +86.2% |
| All | -3.1% | +362.4% | -365.6% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling