-14.2%
SLB vs CME
+297.2%
-311.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +1.2% |
| 7D | -1.2% | +2.5% | -3.6% | -2.1% |
| 30D | +4.5% | +13.9% | -9.4% | -1.2% |
| 3M | -4.6% | +22.4% | -27.0% | -12.7% |
| 6M | -6.3% | +12.9% | -19.1% | -11.8% |
| YTD | +35.0% | +19.6% | +15.3% | +22.7% |
| 1Y | +38.8% | +17.7% | +21.1% | +27.0% |
| 3Y | +3.3% | +65.3% | -62.0% | -22.6% |
| 5Y | +73.6% | +75.1% | -1.5% | +22.1% |
| 10Y | -14.2% | +305.8% | -320.0% | -55.4% |
| All | -14.2% | +297.2% | -311.4% | -55.4% |
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