+3.2%
SLB vs CSGP
-61.9%
+65.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.5% |
| 7D | +0.8% | -4.1% | +4.9% | +1.4% |
| 30D | +15.8% | +2.3% | +13.5% | +15.2% |
| 3M | -0.3% | -8.2% | +7.8% | +0.7% |
| 6M | +21.3% | -35.1% | +56.4% | +30.9% |
| YTD | +52.3% | -54.0% | +106.3% | +76.9% |
| 1Y | +63.6% | -65.3% | +128.9% | +104.9% |
| All | +3.2% | -61.9% | +65.1% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 3y: compounded portfolio wealth divided by compounded CSGP 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…
3y analysis · Full analysis span regression · 6 months rolling