-3.1%
SLB vs CME
+284.8%
-288.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.3% |
| 7D | +0.8% | -1.6% | +2.4% | +1.4% |
| 30D | +15.8% | +6.2% | +9.6% | +12.8% |
| 3M | -0.3% | +10.4% | -10.8% | -4.9% |
| 6M | +21.3% | -9.5% | +30.9% | +25.4% |
| YTD | +52.3% | +6.0% | +46.3% | +46.2% |
| 1Y | +63.6% | +9.3% | +54.3% | +54.3% |
| 3Y | +3.8% | +57.7% | -53.9% | -21.0% |
| 5Y | +128.6% | +77.7% | +51.0% | +56.4% |
| All | -3.1% | +284.8% | -288.0% | -46.9% |
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