-17.3%
SLB vs CI
+147.8%
-165.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -2.0% |
| 7D | -4.3% | +2.6% | -6.9% | -5.4% |
| 30D | +1.9% | +7.3% | -5.4% | -1.5% |
| 3M | -5.7% | +9.5% | -15.2% | -10.0% |
| 6M | -5.3% | +6.4% | -11.8% | -9.2% |
| YTD | +32.2% | +12.0% | +20.1% | +22.9% |
| 1Y | +38.5% | +20.1% | +18.4% | +24.5% |
| 3Y | +1.1% | +9.6% | -8.4% | -11.1% |
| 5Y | +70.3% | +52.7% | +17.6% | +20.5% |
| 10Y | -17.3% | +150.3% | -167.6% | -47.3% |
| All | -17.3% | +147.8% | -165.1% | -47.3% |
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