-16.6%
SLB vs CME
+320.1%
-336.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.1% |
| 7D | -3.7% | -0.6% | -3.1% | -3.5% |
| 30D | +2.9% | +8.5% | -5.6% | -0.8% |
| 3M | +0.2% | +16.0% | -15.8% | -6.3% |
| 6M | -4.4% | +9.3% | -13.8% | -8.9% |
| YTD | +33.4% | +15.3% | +18.1% | +23.2% |
| 1Y | +40.8% | +14.4% | +26.4% | +30.3% |
| 3Y | +3.2% | +59.9% | -56.7% | -21.6% |
| 5Y | +64.8% | +69.4% | -4.6% | +17.6% |
| 10Y | -16.6% | +299.5% | -316.1% | -55.9% |
| All | -16.6% | +320.1% | -336.6% | -55.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling