+59.4%
SLB vs CMI
+39.5%
+19.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.3% |
| 7D | -2.5% | -0.7% | -1.8% | -2.3% |
| 30D | +7.1% | -12.4% | +19.5% | +11.1% |
| 3M | +0.6% | -14.8% | +15.4% | +4.6% |
| 6M | +17.6% | +0.8% | +16.8% | +14.3% |
| YTD | +48.5% | +10.2% | +38.3% | +39.9% |
| 1Y | +59.4% | +37.4% | +22.0% | +41.5% |
| All | +59.4% | +39.5% | +19.9% | +41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling