+1.9%
SLB vs CME
+64.8%
-62.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +2.4% |
| 7D | -1.2% | +2.5% | -3.6% | -0.9% |
| 30D | +4.5% | +13.9% | -9.4% | +6.0% |
| 3M | -4.6% | +22.4% | -27.0% | -2.4% |
| 6M | -6.3% | +12.9% | -19.1% | -5.2% |
| YTD | +35.0% | +19.6% | +15.3% | +37.4% |
| 1Y | +38.8% | +17.7% | +21.1% | +41.1% |
| All | +1.9% | +64.8% | -62.9% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling