+46.2%
SLB vs CME
+19.8%
+26.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.0% |
| 7D | -4.1% | +4.8% | -8.9% | -3.8% |
| 30D | +2.5% | +14.2% | -11.6% | +3.0% |
| 3M | +2.0% | +17.9% | -15.9% | +2.4% |
| 6M | -6.3% | +7.2% | -13.6% | -6.5% |
| YTD | +36.5% | +16.7% | +19.8% | +33.2% |
| 1Y | +46.2% | +19.6% | +26.7% | +42.9% |
| All | +46.2% | +19.8% | +26.5% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling