+813.6%
SLB vs CI
+8,153.0%
-7,339.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -3.3% |
| 7D | -7.7% | +1.0% | -8.8% | -8.0% |
| 30D | -0.7% | +9.9% | -10.6% | -3.7% |
| 3M | 0.0% | +12.1% | -12.1% | -3.9% |
| 6M | -10.4% | +10.6% | -21.0% | -14.0% |
| YTD | +31.5% | +11.4% | +20.1% | +25.5% |
| 1Y | +39.1% | +18.8% | +20.4% | +30.0% |
| 3Y | -5.7% | +2.9% | -8.6% | -10.8% |
| 5Y | +65.4% | +54.5% | +10.9% | +36.6% |
| 10Y | -15.6% | +175.7% | -191.3% | -41.0% |
| All | +813.6% | +8,153.0% | -7,339.3% | +180.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling