+139.2%
SLB vs CPNG
-53.2%
+192.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.4% |
| 7D | +0.4% | -6.3% | +6.7% | +1.0% |
| 30D | +13.6% | -8.7% | +22.3% | +14.5% |
| 3M | +1.5% | -2.4% | +3.9% | +1.3% |
| 6M | +23.0% | -22.3% | +45.4% | +25.2% |
| YTD | +51.2% | -37.2% | +88.4% | +56.6% |
| 1Y | +63.5% | -53.0% | +116.5% | +74.0% |
| 3Y | +2.5% | -20.0% | +22.5% | +2.5% |
| 5Y | +139.2% | -52.8% | +191.9% | +134.8% |
| All | +139.2% | -53.2% | +192.4% | +134.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling