-17.1%
SLB vs CME
+331.0%
-348.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -7.1% | +0.9% | -8.0% | -7.5% |
| 30D | +4.1% | +13.2% | -9.1% | -1.3% |
| 3M | -2.6% | +16.3% | -18.9% | -9.0% |
| 6M | -8.6% | +7.1% | -15.7% | -12.0% |
| YTD | +32.2% | +15.8% | +16.4% | +21.9% |
| 1Y | +40.7% | +17.1% | +23.6% | +28.9% |
| 3Y | -4.5% | +63.2% | -67.7% | -28.0% |
| 5Y | +66.4% | +70.2% | -3.8% | +18.8% |
| All | -17.1% | +331.0% | -348.1% | -55.5% |
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