+118.5%
SLB vs CPNG
-76.8%
+195.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | -0.1% |
| 7D | -1.9% | -7.6% | +5.7% | -1.3% |
| 30D | +7.8% | -8.8% | +16.6% | +8.5% |
| 3M | +2.7% | -7.2% | +9.9% | +3.0% |
| 6M | +22.2% | -21.5% | +43.7% | +23.9% |
| YTD | +51.1% | -37.4% | +88.5% | +55.7% |
| 1Y | +63.3% | -54.3% | +117.7% | +72.6% |
| 3Y | +2.4% | -20.3% | +22.7% | +2.5% |
| 5Y | +139.3% | -51.2% | +190.5% | +128.6% |
| All | +118.5% | -76.8% | +195.3% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 10y: compounded portfolio wealth divided by compounded CPNG 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…
10y analysis · Full analysis span regression · 6 months rolling