-4.8%
SLB vs CCI
+17.2%
-21.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +0.4% | +0.2% | +0.3% | +0.4% |
| 30D | +13.6% | +0.5% | +13.1% | +13.4% |
| 3M | +1.5% | -16.3% | +17.8% | +5.5% |
| 6M | +23.0% | -13.9% | +37.0% | +26.7% |
| YTD | +51.2% | -12.4% | +63.7% | +54.7% |
| 1Y | +63.5% | -15.2% | +78.7% | +68.2% |
| 3Y | +2.5% | -9.9% | +12.4% | +1.5% |
| 5Y | +139.2% | -50.8% | +190.0% | +178.3% |
| 10Y | -4.8% | +18.3% | -23.0% | -4.9% |
| All | -4.8% | +17.2% | -21.9% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CCI 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling