+3.2%
SLB vs CME
+57.6%
-54.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.1% |
| 7D | +0.8% | -1.6% | +2.4% | +0.7% |
| 30D | +15.8% | +6.2% | +9.6% | +16.5% |
| 3M | -0.3% | +10.4% | -10.8% | +0.7% |
| 6M | +21.3% | -9.5% | +30.9% | +19.8% |
| YTD | +52.3% | +6.0% | +46.3% | +52.8% |
| 1Y | +63.6% | +9.3% | +54.3% | +65.1% |
| All | +3.2% | +57.6% | -54.4% | +1.0% |
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