+73.6%
SLB vs CI
+52.1%
+21.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.2% |
| 7D | -1.2% | -1.3% | +0.1% | -0.9% |
| 30D | +4.5% | +6.4% | -1.9% | +2.8% |
| 3M | -4.6% | +10.7% | -15.3% | -7.1% |
| 6M | -6.3% | +5.5% | -11.7% | -8.0% |
| YTD | +35.0% | +11.4% | +23.6% | +30.3% |
| 1Y | +38.8% | +15.0% | +23.8% | +32.7% |
| 3Y | +3.3% | +9.0% | -5.7% | -3.1% |
| 5Y | +73.6% | +52.0% | +21.7% | +32.3% |
| All | +73.6% | +52.1% | +21.5% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling