+313.2%
SLB vs CCI
+905.5%
-592.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +0.5% |
| 7D | +0.8% | -0.4% | +1.2% | +0.9% |
| 30D | +15.8% | +2.7% | +13.1% | +15.3% |
| 3M | -0.3% | -18.2% | +17.9% | +2.7% |
| 6M | +21.3% | -14.8% | +36.1% | +24.0% |
| YTD | +52.3% | -12.6% | +64.9% | +54.8% |
| 1Y | +63.6% | -16.7% | +80.4% | +67.4% |
| 3Y | +3.8% | -10.5% | +14.3% | +3.9% |
| 5Y | +128.6% | -51.4% | +180.1% | +150.1% |
| 10Y | -3.1% | +20.0% | -23.1% | -8.7% |
| All | +313.2% | +905.5% | -592.2% | +184.7% |
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