-5.9%
SLB vs CMI
+509.0%
-514.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -1.0% | -1.3% |
| 7D | -2.4% | +0.8% | -3.3% | -3.0% |
| 30D | +4.9% | -12.8% | +17.7% | +14.4% |
| 3M | +1.4% | -12.4% | +13.9% | +8.6% |
| 6M | +17.6% | -0.9% | +18.5% | +13.9% |
| YTD | +48.3% | +8.9% | +39.5% | +33.2% |
| 1Y | +58.7% | +37.7% | +21.0% | +19.1% |
| 3Y | +0.6% | +148.9% | -148.3% | -53.0% |
| 5Y | +133.6% | +164.4% | -30.8% | +1.6% |
| All | -5.9% | +509.0% | -514.9% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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