+43.8%
SLB vs CAI
-6.6%
+50.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.6% | +0.7% |
| 7D | -7.1% | -26.5% | +19.4% | -6.1% |
| 30D | +4.1% | -6.9% | +11.0% | +4.6% |
| 3M | -2.6% | +26.1% | -28.8% | -2.8% |
| 6M | -8.6% | +31.9% | -40.4% | -9.1% |
| YTD | +32.2% | -6.5% | +38.7% | +31.4% |
| 1Y | +40.7% | +2.5% | +38.1% | +39.5% |
| All | +43.8% | -6.6% | +50.3% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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