+837.9%
SLB vs CMI
+16,314.0%
-15,476.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +1.3% |
| 7D | -1.2% | -1.8% | +0.7% | -0.4% |
| 30D | +4.5% | -12.2% | +16.7% | +10.0% |
| 3M | -4.6% | -26.5% | +22.0% | +7.9% |
| 6M | -6.3% | -33.6% | +27.4% | +9.4% |
| YTD | +35.0% | -8.3% | +43.3% | +36.9% |
| 1Y | +38.8% | -1.3% | +40.1% | +36.4% |
| 3Y | +3.3% | +124.8% | -121.5% | -28.4% |
| 5Y | +73.6% | +119.9% | -46.2% | +20.9% |
| 10Y | -14.2% | +335.9% | -350.1% | -53.0% |
| All | +837.9% | +16,314.0% | -15,476.1% | +82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling