+14.6%
SLB vs CG
+351.2%
-336.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.8% |
| 7D | +0.8% | -4.3% | +5.2% | +2.7% |
| 30D | +15.8% | -5.1% | +20.9% | +17.9% |
| 3M | -0.3% | +8.7% | -9.0% | -4.4% |
| 6M | +21.3% | -9.2% | +30.6% | +24.6% |
| YTD | +52.3% | -18.9% | +71.2% | +62.8% |
| 1Y | +63.6% | -25.6% | +89.2% | +80.3% |
| 3Y | +3.8% | +57.3% | -53.5% | -20.9% |
| 5Y | +128.6% | +10.2% | +118.5% | +91.2% |
| 10Y | -3.1% | +364.2% | -367.3% | -54.5% |
| All | +14.6% | +351.2% | -336.6% | -47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling