+130.8%
SLB vs CCI
-51.4%
+182.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +0.4% |
| 7D | +0.8% | -0.4% | +1.2% | +0.9% |
| 30D | +15.8% | +2.7% | +13.1% | +15.4% |
| 3M | -0.3% | -18.2% | +17.9% | +2.0% |
| 6M | +21.3% | -14.8% | +36.1% | +23.5% |
| YTD | +52.3% | -12.6% | +64.9% | +54.3% |
| 1Y | +63.6% | -16.7% | +80.4% | +66.5% |
| 3Y | +3.8% | -10.5% | +14.3% | +3.2% |
| All | +130.8% | -51.4% | +182.2% | +126.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling