+304.3%
SLB vs CME
+7,469.3%
-7,165.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.3% |
| 7D | +0.8% | -1.6% | +2.4% | +1.4% |
| 30D | +15.8% | +6.2% | +9.6% | +13.1% |
| 3M | -0.3% | +10.4% | -10.8% | -4.5% |
| 6M | +21.3% | -9.5% | +30.9% | +24.7% |
| YTD | +52.3% | +6.0% | +46.3% | +47.1% |
| 1Y | +63.6% | +9.3% | +54.3% | +55.6% |
| 3Y | +3.8% | +57.7% | -53.9% | -16.2% |
| 5Y | +128.6% | +77.7% | +51.0% | +72.7% |
| 10Y | -3.1% | +281.2% | -284.3% | -45.2% |
| All | +304.3% | +7,469.3% | -7,165.0% | +25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling