+40.7%
SLB vs CI
+15.7%
+25.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.5% |
| 7D | -7.1% | -1.6% | -5.6% | -7.1% |
| 30D | +4.1% | +5.4% | -1.3% | +3.9% |
| 3M | -2.6% | +7.3% | -9.9% | -2.9% |
| 6M | -8.6% | +5.3% | -13.9% | -8.6% |
| YTD | +32.2% | +8.5% | +23.7% | +33.9% |
| 1Y | +40.7% | +17.1% | +23.5% | +41.2% |
| All | +40.7% | +15.7% | +25.0% | +41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling