-3.1%
SLB vs CI
+146.1%
-149.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.7% |
| 7D | +0.8% | +1.3% | -0.5% | +0.2% |
| 30D | +15.8% | +4.4% | +11.4% | +13.4% |
| 3M | -0.3% | +0.7% | -1.0% | -1.3% |
| 6M | +21.3% | +0.3% | +21.0% | +19.4% |
| YTD | +52.3% | +3.8% | +48.5% | +47.3% |
| 1Y | +63.6% | -5.5% | +69.1% | +62.6% |
| 3Y | +3.8% | +8.1% | -4.3% | -8.4% |
| 5Y | +128.6% | +42.8% | +85.8% | +68.2% |
| All | -3.1% | +146.1% | -149.2% | -37.1% |
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