-0.6%
SLB vs CG
+281.3%
-281.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.8% |
| 7D | -7.1% | -1.2% | -5.9% | -6.8% |
| 30D | +4.1% | +5.0% | -0.9% | +1.5% |
| 3M | -2.6% | -18.2% | +15.6% | +4.8% |
| 6M | -8.6% | -20.7% | +12.2% | -0.9% |
| YTD | +32.2% | -31.4% | +63.6% | +50.6% |
| 1Y | +40.7% | -22.3% | +62.9% | +51.7% |
| 3Y | -4.5% | +50.2% | -54.7% | -26.1% |
| 5Y | +66.4% | -22.1% | +88.4% | +62.3% |
| 10Y | -15.1% | +295.5% | -310.6% | -57.6% |
| All | -0.6% | +281.3% | -281.9% | -51.4% |
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