-13.1%
SLB vs CI
+146.2%
-159.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.2% | +1.4% |
| 7D | +3.5% | +1.2% | +2.3% | +3.0% |
| 30D | +6.5% | +2.6% | +4.0% | +4.9% |
| 3M | -0.2% | +7.4% | -7.7% | -4.0% |
| 6M | -5.7% | -0.1% | -5.6% | -7.0% |
| YTD | +36.8% | +9.7% | +27.1% | +28.4% |
| 1Y | +45.8% | +12.1% | +33.7% | +35.2% |
| 3Y | +3.4% | +7.0% | -3.7% | -8.2% |
| 5Y | +76.1% | +49.7% | +26.4% | +25.7% |
| All | -13.1% | +146.2% | -159.3% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling