+958.5%
SLB vs CMI
+19,768.2%
-18,809.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -1.0% |
| 7D | +0.8% | -0.7% | +1.6% | +1.1% |
| 30D | +15.8% | -13.4% | +29.3% | +22.6% |
| 3M | -0.3% | -17.0% | +16.7% | +6.6% |
| 6M | +21.3% | -1.6% | +23.0% | +20.2% |
| YTD | +52.3% | +11.0% | +41.3% | +43.2% |
| 1Y | +63.6% | +41.9% | +21.7% | +38.4% |
| 3Y | +3.8% | +151.8% | -148.0% | -31.3% |
| 5Y | +128.6% | +163.6% | -34.9% | +48.2% |
| 10Y | -3.1% | +472.9% | -476.0% | -52.3% |
| All | +958.5% | +19,768.2% | -18,809.7% | +90.5% |
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 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