+130.8%
SLB vs CG
+10.1%
+120.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.7% |
| 7D | +0.8% | -4.3% | +5.2% | +2.2% |
| 30D | +15.8% | -5.1% | +20.9% | +17.4% |
| 3M | -0.3% | +8.7% | -9.0% | -3.4% |
| 6M | +21.3% | -9.2% | +30.6% | +23.9% |
| YTD | +52.3% | -18.9% | +71.2% | +60.4% |
| 1Y | +63.6% | -25.6% | +89.2% | +76.4% |
| 3Y | +3.8% | +57.3% | -53.5% | -12.9% |
| All | +130.8% | +10.1% | +120.7% | +99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling