+93.0%
SLB vs CPNG
-74.1%
+167.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.9% |
| 7D | -3.7% | +11.7% | -15.4% | -4.6% |
| 30D | +2.9% | +3.8% | -0.9% | +2.5% |
| 3M | +0.2% | +1.2% | -1.0% | 0.0% |
| 6M | -4.4% | -3.3% | -1.1% | -4.6% |
| YTD | +33.4% | -30.4% | +63.8% | +36.2% |
| 1Y | +40.8% | -43.1% | +83.9% | +46.0% |
| 3Y | +3.2% | +8.2% | -5.1% | +1.1% |
| 5Y | +64.8% | -44.7% | +109.5% | +56.2% |
| All | +93.0% | -74.1% | +167.1% | +73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling