+130.8%
SLB vs CME
+78.2%
+52.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | +0.8% | -1.6% | +2.4% | +0.9% |
| 30D | +15.8% | +6.2% | +9.6% | +15.5% |
| 3M | -0.3% | +10.4% | -10.8% | -0.8% |
| 6M | +21.3% | -9.5% | +30.9% | +22.0% |
| YTD | +52.3% | +6.0% | +46.3% | +51.2% |
| 1Y | +63.6% | +9.3% | +54.3% | +62.0% |
| 3Y | +3.8% | +57.7% | -53.9% | -4.0% |
| All | +130.8% | +78.2% | +52.6% | +79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling