-16.6%
SLB vs CG
+320.1%
-336.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.6% | -5.7% | -2.0% |
| 7D | -3.7% | +3.0% | -6.7% | -5.2% |
| 30D | +2.9% | +10.1% | -7.2% | -2.0% |
| 3M | +0.2% | -10.8% | +11.1% | +4.4% |
| 6M | -4.4% | -15.2% | +10.8% | +1.1% |
| YTD | +33.4% | -26.9% | +60.3% | +49.2% |
| 1Y | +40.8% | -17.0% | +57.8% | +48.2% |
| 3Y | +3.2% | +54.6% | -51.5% | -24.4% |
| 5Y | +64.8% | -16.7% | +81.5% | +56.8% |
| 10Y | -16.6% | +320.1% | -336.7% | -62.0% |
| All | -16.6% | +320.1% | -336.7% | -62.0% |
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