+120.3%
SLB vs CPNG
-75.9%
+196.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.3% |
| 7D | +0.8% | -7.4% | +8.3% | +1.4% |
| 30D | +15.8% | -4.4% | +20.3% | +16.2% |
| 3M | -0.3% | -7.5% | +7.2% | 0.0% |
| 6M | +21.3% | -19.9% | +41.3% | +22.9% |
| YTD | +52.3% | -35.2% | +87.5% | +56.5% |
| 1Y | +63.6% | -46.8% | +110.4% | +70.7% |
| 3Y | +3.8% | -20.2% | +23.9% | +3.8% |
| 5Y | +128.6% | -48.4% | +177.1% | +118.2% |
| All | +120.3% | -75.9% | +196.2% | +99.7% |
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