+76.4%
SLB vs CME
+74.8%
+1.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.5% |
| 7D | +3.5% | +3.9% | -0.4% | +3.4% |
| 30D | +6.5% | +11.3% | -4.8% | +6.2% |
| 3M | -0.2% | +19.6% | -19.8% | -0.8% |
| 6M | -5.7% | +8.1% | -13.8% | -6.0% |
| YTD | +36.8% | +20.4% | +16.4% | +35.5% |
| 1Y | +45.8% | +16.5% | +29.3% | +44.6% |
| 3Y | +3.4% | +66.4% | -63.1% | -2.3% |
| All | +76.4% | +74.8% | +1.6% | +53.6% |
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 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