+258.7%
SLB vs CCI
+1,091.9%
-833.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.1% | +1.0% |
| 7D | -7.1% | -0.1% | -7.0% | -7.1% |
| 30D | +4.1% | +28.4% | -24.3% | -0.3% |
| 3M | -2.6% | +20.0% | -22.6% | -5.7% |
| 6M | -8.6% | +0.8% | -9.3% | -9.1% |
| YTD | +32.2% | +3.6% | +28.6% | +30.4% |
| 1Y | +40.7% | +6.1% | +34.6% | +38.2% |
| 3Y | -4.5% | +7.2% | -11.7% | -7.3% |
| 5Y | +66.4% | -37.0% | +103.3% | +74.2% |
| 10Y | -15.1% | +54.2% | -69.2% | -23.3% |
| All | +258.7% | +1,091.9% | -833.2% | +139.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling